Econometric?

A friend (who is an economist) recently (January…I’m clearing drafts) installed R and asked for some pointers. This is just what I sent him, any additions of learning resources, data sources, or/and packages are very welcome.

Economics specific

• A list of useful resources for economists using R (I won’t repeat their stuff here)
• Econometrics packages on cran: http://cran.r-project.org/web/views/Econometrics.html
• This is a list of datasets you already have, if you type “data(swiss)”, for example, it loads the swiss fertility & socioeconomic indicators (1888) data as a dataframe http://stat.ethz.ch/R-manual/R-devel/library/datasets/html/00Index.html (for interest, this one shows datasets that get downloaded when you install various packages http://vincentarelbundock.github.io/Rdatasets/datasets.html)
• A blog to ‘show how easy it is to use R in econometric research’ – see r bloggers below for more blogs

General r resources

• I would recommend installing ‘knitr which lets you write integrated R & markdown.
• Google is your friend…but also, Stackoverflow is incredibly useful, there’s a rich set of already answered queries (and often, asked in more than one way), and you can always ask your own question
• r-bloggers collates r blogs, has lots of useful tips, e.g. this search on economics
• datacamp has a very nice an interactive web-based r and datascience tutorial
• The r manual is useful (if very dry)
• inside r has lots of interesting things, e.g. http://www.inside-r.org/howto/finding-data-internet
• The rstudio online-learning materials are nice http://www.rstudio.com/resources/training/online-learning/
• rstudio blog often has interesting bits and pieces http://blog.rstudio.org/