Beginning: Play Econometrics with R

More than  a month without updating... Yes, I was busy doing something else, and that was traveling. I was lucky enough to enjoy a period of free time, and relaxed myself pretty well.

Now it is the time to start something useful, since the spring festival has gone. I need to be responsible for my promise. Therefore, I choose to begin to write the brochure about econometrics and R, the most up-to date statistic software.


Play Econometrics with R

I use "play" to avoid being responsible for any potential academic faults 🙂 Indeed, I will correct the bugs as soon as I know.


In this brochure, I'll introduce typical econometric methods one by one and their realization in R. Of course, a huge volume of examples and data will appear (and that is the most knotty problem for me at the moment). I'll cover some public examples (i.e. published ones from current books,  e.g Introductory Econometrics: A Modern Approach by Jeffrey M. Wooldridge), and also some meaningful ones (applications in different fields) from scholar articles with data published. I should admit it is a really challenging task, and I need many helps from friends.


I hope this brochure can be helpful for those groups:

  • the statistics students who begin to know and  use econometrics, especially for economic problems.
  • the economics students who want to improve their analysis with a more powerful tool -- R, instead of Stata or SPSS.

This brochure will help the first group see how econometrics functions in economic analysis, and will bring introductory guide for the second group.


More features needed to be announced here:

  • This brochure is totally free, and will published regularly on the Internet. If possible, it will be realized with the help through Git of, the biggest online statistics community in China.
  • I'll use Latex (Lyx) + Sweave + R as my tools. For more information about this combination, please see here (in Chinese from Yihui's Blog) .
  • At present, this brochure will be written in Chinese (I'm really sorry). But after several revisions, and if anyone calls for needs, I will rewrite another version in English.

4 thoughts on “Beginning: Play Econometrics with R

  1. XiTan

    I've just read this article, it is really a good idea and undoubtly will benefit students majoring in statistics and econometrics in general. However, I have a little bit doubt about this work.
    As I know, there already exists two books which combines R and econometrics, see the hyperlinks below:
    And my question is:
    How will you differentiate your work from others', such as the before-mentioned two books? In other words, how will you make your work creative and make it a pioneering research?

    1. cloudly Post author

      Thank you a lot! I really appreciate your suggestions. That's really an important issue of my work. At least, it is written in Chinese...distinct from other existing ones. As we all know, for most people who start to learn something, they naturally intend to prefer what are in their native language. I can translate one of these books, but I'd like to try once, to challenge something if possible.
      In fact, I've read these two books above carefully (nearly word by word), and I really benefit a lot from their hard works. It has been a period of time that I thought it is not that necessary to write another one. However, everyone has his own understand of econometrics, and mine is on the aspect of application. Thus, I collected many data sets to help the readers be sensitive with data, to understand what economics are caring about and why economists need those data...that's my ultimate goal.
      Or maybe it is just my personal notes while using econometric analysis in R. It doesn't matter that much whether I failed or succeeded. Enjoy the process.
      As for the so-called "pioneering", I want to try to include some cutting-edge methods. But I'm not sure whether I can do it finally.

      P.s. I'm sorry for missing the chance to take photos with you at R conference in SH 🙁


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