- Organisation
- Before the class, download and install R and then Rstudio. Start the tutorial https://www.datacamp.com/courses/free-introduction-to-r
- You can read this introduction
- Sociology of quantification
- Read Desrosières, ‘How real are statistics‘, Social research, 68(2), 2001, p. 339-355 and “Managing the economy: the State, the Market, and Statistics”, in Porter, T., Ross, D. (dir.), The Cambridge History of Science, vol. 7, Modern Social and Behavioral Sciences, Cambridge University Press, 553-564.
- Here are the slides of the lecture
- The wire studies, on quantification (text in French, TV show in English).
- Basic statistics and linear models slides, basics R code and LM code updated (old) (older) (correct the extension from txt to R), Data
- Panel models
- Princeton ‘theoretical’ slides on panel data models.
- Princeton slides on panel data models with R.
- To go (a bit) further, the Journal of statistical software article on plm package for R.
- My R code for panel model: plm R code and my slides and data
- PGMM
- Time series
- Slides 2019
- Slides 2018 on stationar time series and R code
- Slides 2018 on unit-root and non-stationarity and R code
- R code for VAR models (multidimentional stationar time series)
- A little book of R for time series
- Bernhard Pfaff, Analysis of Integrated and Cointegrated Series with R
- Barbet, J.-M. Lecture notes (in French).
- Hendry, D.F. (2015) Introductory Macro-econometrics: A New Approach. Timberlake Consultants Ltd
- Brockwell P.J. et Davis R.A. (2002) Introduction to Time-Series and Forecasting. SpringerVerlag.
- Hamilton, J.D. (1994). Time series analysis. Princeton University Press, Princeton.
- Sequence analysis
- My slides 2019; For more details, see L. Moulin slides. Our paper in Applied economics
- Traminer (R package)