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desk (version 1.1.2)

Didactic Econometrics Starter Kit

Description

Written to help undergraduate as well as graduate students to get started with R for basic econometrics without the need to import specific functions and datasets from many different sources. Primarily, the package is meant to accompany the German textbook Auer, L.v., Hoffmann, S., Kranz, T. (2024, ISBN: 978-3-662-68263-0) from which the exercises cover all the topics from the textbook Auer, L.v. (2023, ISBN: 978-3-658-42699-6).

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Version

Install

install.packages('desk')

Monthly Downloads

450

Version

1.1.2

License

GPL (>= 3)

Issues

Pull Requests

Stars

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Repository

https://github.com/OvGU-SH/desk

Maintainer

Soenke Hoffmann

Last Published

December 20th, 2024

Functions in desk (1.1.2)

Monthly Rentals and Qualitative Characteristics of Computers

data.fertilizer

Fertilizer in the Cultivation of Barley

Water Filter Sales

Regional Cost of Living in Germany

Defective Ball Bearings

Estimating Linear Models under AR(1) with Cochrane-Orcutt Iteration

Average Basic Rent in City Districts

Burglaries and Power Blackouts

Instrumental Variables

Pharmaceutical Advertisements

Life Satisfaction

Tip Data in a Restaurant

Prices and Qualitative Characteristics of Laser Printers

International Life-Cycle Savings and Disposable Income

Speed and Stopping Distances of Cars

Cobb-Douglas Production Function

Sales of Ice Cream

Wage Data in a Company

Expenditures of the EU-25

data.windscreen

Efficiency of a Car Glass Service Company

Macroeconomic Data from Germany

Employment Data of a Software Company

Non-Stationary Time Series Data

Income Per Capita

Sales of Insurance Contracts

Datasets in DESK

Tip Data in a Restaurant with all 20 observations. Only used in textbook.

Durbin Watson Distribution

Durbin-Watson Test on AR(1) Autocorrelation

Two-Stage Least Squares (2SLS) Instrumental Variable Regression

Jarque-Bera Test

Milk Production

F-test on Multiple Linear Combinations of Estimated Parameters in a Linear Model

t-Test on Estimated Parameters of a Linear Model

Gravity Model Applied to Germany

Generate Exogenous Normal Data with Specified Correlations

Generate R² Matrix of all Possible Regressions Among Regressors to Check Multicollinearity

Goldfeld-Quandt Test

Calculates the critical value in a Quandt Likelihood Ratio-Test for Structural Breaks in a Parameter with Unknown Break Date

Calculate Common Information Criteria

Check if Model has a Constant

Sick Leave and Unemployment

Add a Command to User R Startup File Rprofile.site

Quandt Likelihood Ratio-Test for Structural Breaks in any Parameter with Unknown Break Date

Heteroskedasticity Corrected Covariance Matrix

Estimating Linear Models under AR(1) Autocorrelation with Hildreth and Lu Method

Open User R Startup File Rprofile.site

German Economic Growth and Unemployment Rates

Lambda Deformed Exponential

Calculate Different Types of Intervals in a Linear Model

1 to k-Period Lags of Given Vector

Predictions in a Linear Model

Lambda Deformed Logarithm

Generate Artificial, Non-linear Data for Simple Regression

Simplified Plotting of Regression- and Test-results

Generates OLS Data and Confidence/Prediction Intervals for Repeated Samples

R Session Reset

Alternative Console Output for Regression- and Test-results

RESET Method for Non-linear Functional Form

Prognostic Chow Test on Structural Break

Durbin-Watson Distribution

Ordinary Least Squares Regression

White Heteroskedasticity Test

Remove All Objects

Rolling Window Analysis of a Time Series

Anscombe's Quartet

Variation and Covariation

Simulate AR(1) Process

One Dimensional Box-Cox Model

Breusch-Pagan Test

Arguments of a Function

Autocorrelation Coefficient

Prices and Qualitative Characteristics of US-Cars

Government Expenditures of US-States