R for economists (was: [R] Almost Ideal Demand System)

David Smith dsmith at insightful.com
Thu Feb 19 18:48:15 CET 2004

Not exactly R-related, but since there seems to be a lot of interest in this
topic, I'd also mention the book:

"Modeling Financial Time Series with S-PLUS", by Eric Zivot et al, which has
several chapers on econometric modeling with S. The book website is at:


The functions and examples in the book can be run with the S+FinMetrics
module for S-PLUS 6. Details at:

# David Smith

David M Smith <dsmith at insightful.com>
Product Manager, Insightful Corp, Seattle WA
Tel: +1 (206) 802 2360
Fax: +1 (206) 283 6310

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> -----Original Message-----
> From: Ajay Shah [mailto:ajayshah at mayin.org]
> Sent: Thursday, February 19, 2004 5:36 AM
> To: Arne Henningsen
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: R for economists (was: [R] Almost Ideal Demand System)
> On Thu, Feb 19, 2004 at 02:26:55PM +0100, Arne Henningsen wrote:
> > Hi,
> > 
> > I did not find any web page about using R in economics and 
> econometrics so 
> > far. However, this does not mean that there is none 
> (searching with google 
> > for "R" and "economics" gives many pages about economics 
> and a name like 
> > Firstname R. Lastname on it ;-)). 
> > Does anybody in the list does know such a web page?
> > If not, I will be happy if you, Ajay, could build and maintaine one.
> Okay, I made a start, with
>       http://www.mayin.org/ajayshah/KB/R/more.html
> Tell me what should go into it. :-)
> -- 
> Ajay Shah                                                   Consultant
> ajayshah at mayin.org                      Department of Economic Affairs
> http://www.mayin.org/ajayshah           Ministry of Finance, New Delhi
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