CRAN Task View: Econometrics

Maintainer:Achim Zeileis, Grant McDermott, Kevin Tappe
Contact:Achim.Zeileis at R-project.org
Version:2022-04-06
URL:https://CRAN.R-project.org/view=Econometrics
Source:https://github.com/cran-task-views/Econometrics/
Contributions:Suggestions and improvements for this task view are very welcome and can be made through issues or pull requests on GitHub or via e-mail to the maintainer address. For further details see the Contributing guide.
Citation:Achim Zeileis, Grant McDermott, Kevin Tappe (2022). CRAN Task View: Econometrics. Version 2022-04-06. URL https://CRAN.R-project.org/view=Econometrics.
Installation:The packages from this task view can be installed automatically using the ctv package. For example, ctv::install.views("Econometrics", coreOnly = TRUE) installs all the core packages or ctv::update.views("Econometrics") installs all packages that are not yet installed and up-to-date. See the CRAN Task View Initiative for more details.

Base R ships with a lot of functionality useful for computational econometrics, in particular in the stats package. This functionality is complemented by many packages on CRAN, a brief overview is given below. There is also a considerable overlap between the tools for econometrics in this view and those in the task views on Finance and TimeSeries.

The packages in this view can be roughly structured into the following topics. If you think that some package is missing from the list, please file an issue in the GitHub repository or contact the maintainer.

Basic linear regression

Microeconometrics

Instrumental variables

Panel data models

Further regression models

Time series data and models

Data sets

Miscellaneous

CRAN packages

Core:AER, car, fixest, forecast, ivreg, lmtest, marginaleffects, plm, sandwich, tseries, urca, zoo.
Regular:alpaca, aod, apollo, apt, bayesm, betareg, bife, bimets, BMA, BMS, boot, bootstrap, brglm, CADFtest, CDNmoney, censReg, clubSandwich, clusterSEs, collapse, crch, decompr, dlsem, durmod, dynlm, Ecdat, effects, erer, estimatr, expsmooth, ExtremeBounds, feisr, fma, frm, frontier, fwildclusterboot, fxregime, gam, gamlss, geepack, gets, glmx, gmm, gmnl, gravity, gvc, Hmisc, ineq, ivfixed, ivpack, ivpanel, ivprobit, LARF, lavaan, lfe, LinRegInteractive, lme4, lpirfs, margins, MASS, matchingMarkets, Matrix, Mcomp, meboot, mfx, mgcv, mhurdle, micEcon, micEconAids, micEconCES, micEconSNQP, midasr, mlogit, MNP, modelsummary, multiwayvcov, nlme, nnet, NNS, nonnest2, np, nse, ordinal, OrthoPanels, pampe, Paneldata, panelvar, pco, pcse, pder, pdR, pdynmc, pglm, pscl, psidR, pwt, pwt8, pwt9, quantreg, Rchoice, rdd, rdlocrand, rdmulti, rdpower, rdrobust, reldist, REndo, rms, RSGHB, sampleSelection, segmented, sem, semsfa, sfa, simpleboot, SparseM, spatialprobit, spatialreg, sphet, splm, spsur, ssfa, ssmrob, SteinIV, strucchange, survival, systemfit, truncreg, tsDyn, vars, VGAM, wahc, wbstats, wooldridge, xts, zTree.

Related links

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