The book can be found here: Introduction to Econometrics with R
It is straightforward to download and install the
itewrpkg metapackage for the companion using
install_github() from the
devtools package. Run
install.packages("devtools") if you are not sure whether
devtools is installed.
The following one-liner installs
# install `itewrpkg`
Running the above command will also install all R packages which are required for reproducing the code examples presented throughout the book. Running
library(itewrpkg) will load the package and all dependencies which makes it unnecessary to individually attach the packages introduced at the beginning of each chapter. This may take a few seconds but may be convenient if you are playing around with code chunks from various chapters.
get_materials_itewr() is intented as a convenience function for students working with the companion. It downloads up-to-date versions of all supplements to the book such as datasets and R codes from the GitHub repository of the book and saves them to the current working directory (or a location of choice provided to the argument
dir) according to the following structure:
<your_working_directory>/ITEWR/Rcodes/(R scripts, numbered by chapter)
Make sure to check your working directory using
This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Stock, J., & Watson, M. (2015). Introduction to Econometrics, Third Update, Global Edition. Pearson Education Limited.
We are currently using a modified version of the
stargazer package to compile LaTeX tables with long model names (there is an issue with the CRAN version for R>=4.2.0). The package can be found here.