[R] concerning econometrics usage of "R"

[Duncan Murdoch]

On 8/25/2005 6:52 AM, SELIM YILDIRIM wrote:
> Hi, 
> 
> I am currently looking for a program or programmng language easy to
> learn, easier to operate on.I heva heard about "R", However I
> understand that "R" is designed especially for statisticians. As an
> economist, working on applied econometrics, I am not sure if it can
> meet my needs.
> 
> Will I be able to reach precise time series or panal data regression
> results with "R" ? Can "R" regress nonlinear models such as TAR, STAR
> and Markov Switcing models? Can I use it to do cointegration, unit
> root, VAR analysis on both panel and time series data? Can I run GMM
> regressions on "R" ? Is it suitable for Monte Carlos? 
> 
> In short, is R suitable for applied econometrics?

I'm not an econometrician, so I don't know the answer to that question, 
but you can read about econometrics uses of R in the task view for 
Econometrics, here:

http://cran.r-project.org/src/contrib/Views

Duncan Murdoch