[R] R book for economists

[Achim Zeileis]

On Sat, 1 Aug 2009, Thiemo Fetzer wrote:

> Dear Group,
>
> I am an economics student starting with PhD work in London. As preparation I
> would like to get to know R a little bit better. For Stata there are tons of
> books, however, can you recommend a book for R?

Of course, I have to recommend our book

   Kleiber & Zeileis, Applied Econometrics with R, Springer.
   http://www.springer.com/978-0-387-77316-2
   http://CRAN.R-project.org/package=AER

You can grab the preface and intro chapters in the "Sample pages" on 
Springer's page to get an impression.

There is also Rick Vinod's book

   Vinod, Hands-On Intermediate Econometrics Using R, World Scientific.
   http://www.worldscibooks.com/economics/6895.html

And somewhat more specialized is Bernhard Pfaff's

   Pfaff, Analysis of Integrated and Cointegrated Time Series with R,
   Springer.
   http://www.springer.com/978-0-387-75966-1

You might find further useful information on the econometrics task view:
   http://CRAN.R-project.org/view=Econometrics

And finally there was also a JSS special volume on "Econometrics in R" 
last year:
   http://www.jstatsoft.org/v27/

Best,
Z