R packages by justinmshea

wooldridge - 115 Data Sets from "Introductory Econometrics: A Modern Approach, 7e" by Jeffrey M. Wooldridge

Students learning both econometrics and R may find the introduction to both challenging. The wooldridge data package aims to lighten the task by efficiently loading any data set found in the text with a single command. Data sets have been compressed to a fraction of their original size. Documentation files contain page numbers, the original source, time of publication, and notes from the author suggesting avenues for further analysis and research. If one needs an introduction to R model syntax, a vignette contains solutions to examples from chapters of the text. Data sets are from the 7th edition (Wooldridge 2020, ISBN-13 978-1-337-55886-0), and are backwards compatible with all previous versions of the text.

Last updated 2 years ago

econometrics

9.48 score 199 stars 1.4k scripts 22k downloads

neverhpfilter - An Alternative to the Hodrick-Prescott Filter

In the working paper titled "Why You Should Never Use the Hodrick-Prescott Filter", James D. Hamilton proposes a new alternative to economic time series filtering. The neverhpfilter package provides functions and data for reproducing his work. Hamilton (2017) <doi:10.3386/w23429>.

Last updated 2 years ago

hamiltonhp-filtertime-series

5.94 score 15 stars 58 scripts 261 downloads