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book.bib
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@book{heiss2016,
AUTHOR = {Heiss, Florian},
YEAR = {2016},
TITLE = {{U}sing {R} for {I}ntroductory {E}conometrics},
PUBLISHER = {{C}reateSpace {I}ndependent {P}ublishing {P}latform},
URL = {http://www.urfie.net/}
}
@book{kleiber2008,
title = {{A}pplied {E}conometrics with {R}},
author = {Kleiber, C. and Zeileis, A.},
year = {2008},
publisher = {{S}pringer}
}
@book{stock2015,
title={{I}ntroduction to {E}conometrics, {T}hird {U}pdate, {G}lobal {E}dition},
author={Stock, J.H. and Watson, M.W.},
year={2015},
publisher={{P}earson {E}ducation {L}imited}
}
@book{xie2015,
title = {{D}ynamic {D}ocuments with {R} and knitr},
author = {Yihui Xie},
year = {2015},
publisher = {{C}hapman and {H}all/{CRC}},
url = {http://yihui.name/knitr/}
}
@book{wooldridge2016
, author = {Wooldridge, Jeffrey}
, title = {{I}ntroductory {E}conometrics}
, publisher = {{C}engage {L}earning}
, year = {2016}
, edition = {Sixth}
}
@article{white1980
, title = {{A} {H}eteroskedasticity-{C}onsistent {C}ovariance {M}atrix {E}stimator and a {D}irect {T}est for {H}eteroskedasticity}
, author = {White, Halbert}
, journal = {{E}conometrica}
, volume = {48}
, number = {4}
, pages = {pp. 817-838}
, year = {1980}
, publisher = {{T}he {E}conometric {S}ociety}
}
@article{card1994
, title = {{M}inimum {W}ages and {E}mployment: {A} {C}ase {S}tudy of the {F}ast-{F}ood {I}ndustry in {N}ew {J}ersey and {P}ennsylvania}
, author = {Card, D. and Krueger, Alan B.}
, journal = {The American Economic Review}
, volume = {84}
, number = {4}
, pages = {772--793}
, year = {1994}
}
@techreport{card1993,
title={Using geographic variation in college proximity to estimate the return to schooling},
author={Card, D.},
year={1993},
institution={National Bureau of Economic Research}
}
@article{granger1969
, title = {{I}nvestigating {C}ausal {R}elations by {E}conometric {M}odels and {C}ross-{S}pectral {M}ethods}
, author = {Granger, C.W.J.}
, journal = {{E}conometrica}
, volume = {37}
, issue = {3}
, pages = {424--438}
, year = {1969}
, publisher = {{T}he {E}conometric {S}ociety}
}
@article{dickey1979
, title = {{D}istribution of the {E}stimators for {A}utoregressive {T}ime {S}eries With a {U}nit {R}oot}
, author = {Dickey, David A. and Fuller, Wayne A.}
, journal = {{J}ournal of the {A}merican {S}tatistical {A}ssociation}
, volume = {74}
, number = {366}
, pages = {pp. 427-431}
, issn = {01621459}
, year = {1979}
, publisher = {{A}merican {S}tatistical {A}ssociation}
}
@article{chow1960
, title = {{T}ests of {E}quality {B}etween {S}ets of {C}oefficients in {T}wo {L}inear {R}egressions}
, author = {Chow, Gregory C.}
, journal = {{E}conometrica}
, volume = {28}
, number = {3}
, pages = {591--605}
, year = {1960}
, publisher = {{T}he {E}conometric {S}ociety}
}
@article{quandt1960
, author = {Quandt, Richard E. }
, title = {{T}ests of the {H}ypothesis {T}hat a {L}inear {R}egression {S}ystem {O}beys {T}wo {S}eparate {R}egimes}
, journal = {{J}ournal of the {A}merican {S}tatistical {A}ssociation}
, volume = {55}
, number = {290}
, pages = {324-330}
, year = {1960}
, publisher = {{T}aylor & {F}rancis}
, doi = {10.1080/01621459.1960.10482067}
}
@article{newey1987
, title = {{A} {S}imple, {P}ositive {S}emi-definite, {H}eteroskedasticity and {A}utocorrelation {C}onsistent {C}ovariance {M}atrix}
, author = {Newey, Whitney K. and West, Kenneth D.}
, journal = {{E}conometrica}
, year = {1987}
, volume = {55}
, issue = {3}
, pages = {703--08}
}
@article{cochrane1949,
author = {Cochrane, D. and Orcutt, G. H },
title = {{A}pplication of {L}east {S}quares {R}egression to {R}elationships {C}ontaining {A}uto-{C}orrelated {E}rror {T}erms},
journal = {{J}ournal of the {A}merican {S}tatistical {A}ssociation},
volume = {44},
number = {245},
pages = {32-61},
year = {1949},
publisher = {{T}aylor & {F}rancis},
doi = {10.1080/01621459.1949.10483290}
}
@article{elliott1996,
author={Elliott, Graham and Rothenberg, Thomas J and Stock, James H},
title={{Efficient Tests for an Autoregressive Unit Root}},
journal={Econometrica},
year={1996},
volume={64},
number={4},
pages={813-836}
}
@article{engle1987,
title = {{Co-integration and Error Correction: Representation, Estimation and Testing}},
author = {Engle, Robert and Granger, Clive},
year = {1987},
journal = {Econometrica},
volume = {55},
number = {2},
pages = {251-76}
}
@article{engle1982,
title = {Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation},
author = {Engle, Robert},
year = {1982},
journal = {Econometrica},
volume = {50},
number = {4},
pages = {987-1007}
}
@article{mackinnon1985
, title = {{Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties}}
, author = {MacKinnon, James G and White, Halbert}
, journal = {Journal of Econometrics}
, volume = {29}
, number = {3}
, pages = {305--325}
, year = {1985}
, publisher = {Elsevier}
}
@article{bollerslev1986,
title = {{Generalized Autoregressive Conditional Heteroskedasticity}},
author = {Bollerslev, Tim},
year = {1986},
journal = {Journal of Econometrics},
volume = {31},
number = {3},
pages = {307-327}
}
@manual{venables2010,
author = {Venables, W. N. and Smith, D. M.},
title = {{A}n {I}ntroduction to {R}},
url = {https://cran.r-project.org/doc/manuals/r-release/R-intro.pdf},
year = {2010}
}
@manual{R-AER,
title = {{AER: Applied Econometrics with R}},
author = {Christian Kleiber and Achim Zeileis},
year = {2020},
version = {1.2-9},
url = {https://CRAN.R-project.org/package=AER},
}
@manual{R-base,
title = {{R: A Language and Environment for Statistical Computing}},
author = {{R Core Team}},
organization = {R Foundation for Statistical Computing},
address = {Vienna, Austria},
year = {2020},
url = {https://www.R-project.org/},
}
@manual{R-bookdown,
title = {{bookdown: Authoring Books and Technical Documents with R Markdown}},
author = {Yihui Xie},
year = {2021},
version = {0.22},
url = {https://CRAN.R-project.org/package=bookdown},
}
@manual{R-car,
title = {{car: Companion to Applied Regression}},
author = {John Fox and Sanford Weisberg and Brad Price},
year = {2020},
version = {3.0-10},
url = {https://CRAN.R-project.org/package=car},
}
@manual{R-carData,
title = {{carData: Companion to Applied Regression Data Sets}},
author = {John Fox and Sanford Weisberg and Brad Price},
year = {2020},
version = {3.0-4},
url = {https://CRAN.R-project.org/package=carData},
}
@manual{R-devtools,
title = {{devtools: Tools to Make Developing R Packages Easier}},
author = {Hadley Wickham and Jim Hester and Winston Chang},
year = {2021},
version = {2.4.0},
url = {https://CRAN.R-project.org/package=devtools},
}
@manual{R-dplyr,
title = {{dplyr: A Grammar of Data Manipulation}},
author = {Hadley Wickham and Romain François and Lionel Henry and Kirill Müller},
year = {2021},
version = {1.0.5},
url = {https://CRAN.R-project.org/package=dplyr},
}
@manual{R-dynlm,
title = {{dynlm: Dynamic Linear Regression}},
author = {Achim Zeileis},
year = {2019},
version = {0.3-6},
url = {https://CRAN.R-project.org/package=dynlm},
}
@manual{R-fBasics,
title = {{fBasics: Rmetrics - Markets and Basic Statistics}},
author = {Diethelm Wuertz and Tobias Setz and Yohan Chalabi},
year = {2020},
version = {3042.89.1},
url = {https://www.rmetrics.org},
}
@manual{R-fGarch,
title = {{fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling}},
author = {Diethelm Wuertz and Tobias Setz and Yohan Chalabi and Chris Boudt and Pierre Chausse and Michal Miklovac},
year = {2020},
version = {3042.83.2},
url = {https://www.rmetrics.org},
}
@manual{R-forecast,
title = {{forecast: Forecasting Functions for Time Series and Linear Models}},
author = {Rob Hyndman and George Athanasopoulos and Christoph Bergmeir and Gabriel Caceres and Leanne Chhay and Mitchell O'Hara-Wild and Fotios Petropoulos and Slava Razbash and Earo Wang and Farah Yasmeen},
year = {2021},
version = {8.14},
url = {https://CRAN.R-project.org/package=forecast},
}
@manual{R-ggplot2,
title = {{ggplot2: Create Elegant Data Visualisations Using the Grammar of Graphics}},
author = {Hadley Wickham and Winston Chang and Lionel Henry and Thomas Lin Pedersen and Kohske Takahashi and Claus Wilke and Kara Woo and Hiroaki Yutani and Dewey Dunnington},
year = {2020},
version = {3.3.3},
url = {https://CRAN.R-project.org/package=ggplot2},
}
@manual{R-kableExtra,
title = {{kableExtra: Construct Complex Table with kable and Pipe Syntax}},
author = {Hao Zhu},
year = {2021},
version = {1.3.4},
url = {https://CRAN.R-project.org/package=kableExtra},
}
@manual{R-knitr,
title = {{knitr: A General-Purpose Package for Dynamic Report Generation in R}},
author = {Yihui Xie},
year = {2021},
version = {1.33},
url = {https://yihui.org/knitr/},
}
@manual{R-lmtest,
title = {{lmtest: Testing Linear Regression Models}},
author = {Torsten Hothorn and Achim Zeileis and Richard W. Farebrother and Clint Cummins},
year = {2020},
version = {0.9-38},
url = {https://CRAN.R-project.org/package=lmtest},
}
@manual{R-MASS,
title = {{MASS: Support Functions and Datasets for Venables and Ripley's MASS}},
author = {Brian Ripley},
year = {2021},
version = {7.3-53.1},
url = {http://www.stats.ox.ac.uk/pub/MASS4/},
}
@manual{R-mvtnorm,
title = {{mvtnorm: Multivariate Normal and t Distributions}},
author = {Alan Genz and Frank Bretz and Tetsuhisa Miwa and Xuefei Mi and Torsten Hothorn},
year = {2020},
version = {1.1-1},
url = {http://mvtnorm.R-forge.R-project.org},
}
@manual{R-nlme,
title = {{nlme: Linear and Nonlinear Mixed Effects Models}},
author = {José Pinheiro and Douglas Bates and {R-core}},
year = {2020},
version = {3.1-148},
url = {https://svn.r-project.org/R-packages/trunk/nlme},
}
@manual{R-np,
title = {{np: Nonparametric Kernel Smoothing Methods for Mixed Data Types}},
author = {Jeffrey S. Racine and Tristen Hayfield},
year = {2020},
version = {0.60-10},
url = {https://github.com/JeffreyRacine/R-Package-np},
}
@manual{R-orcutt,
title = {{orcutt: Estimate Procedure in Case of First Order Autocorrelation}},
author = {Stefano Spada},
year = {2018},
version = {2.3},
url = {https://CRAN.R-project.org/package=orcutt},
}
@manual{R-plm,
title = {{plm: Linear Models for Panel Data}},
author = {Yves Croissant and Giovanni Millo and Kevin Tappe},
year = {2021},
version = {2.4-1},
url = {https://CRAN.R-project.org/package=plm},
}
@manual{R-plotly,
title = {{plotly: Create Interactive Web Graphics via plotly.js}},
author = {Carson Sievert and Chris Parmer and Toby Hocking and Scott Chamberlain and Karthik Ram and Marianne Corvellec and Pedro Despouy},
year = {2021},
version = {4.9.3},
url = {https://CRAN.R-project.org/package=plotly},
}
@manual{R-quantmod,
title = {{quantmod: Quantitative Financial Modelling Framework}},
author = {Jeffrey A. Ryan and Joshua M. Ulrich},
year = {2020},
version = {0.4.18},
url = {https://CRAN.R-project.org/package=quantmod},
}
@manual{R-rddtools,
title = {{rddtools: Toolbox for Regression Discontinuity Design (RDD)}},
author = {Matthieu Stigler and Bastiaan Quast},
year = {2021},
version = {1.5.0},
url = {https://qua.st/rddtools/},
}
@manual{R-readxl,
title = {{readxl: Read Excel Files}},
author = {Hadley Wickham and Jennifer Bryan},
year = {2019},
version = {1.3.1},
url = {https://CRAN.R-project.org/package=readxl},
}
@manual{R-rmarkdown,
title = {{rmarkdown: Dynamic Documents for R}},
author = {JJ Allaire and Yihui Xie and Jonathan McPherson and Javier Luraschi and Kevin Ushey and Aron Atkins and Hadley Wickham and Joe Cheng and Winston Chang and Richard Iannone},
year = {2021},
version = {2.8},
url = {https://CRAN.R-project.org/package=rmarkdown},
}
@manual{R-sandwich,
title = {{sandwich: Robust Covariance Matrix Estimators}},
author = {Achim Zeileis and Thomas Lumley},
year = {2020},
version = {3.0-0},
url = {http://sandwich.R-Forge.R-project.org/},
}
@manual{R-scales,
title = {{scales: Scale Functions for Visualization}},
author = {Hadley Wickham and Dana Seidel},
year = {2020},
version = {1.1.1},
url = {https://CRAN.R-project.org/package=scales},
}
@manual{R-stargazer,
title = {{stargazer: Well-Formatted Regression and Summary Statistics Tables}},
author = {Marek Hlavac},
year = {2018},
version = {5.2.2},
url = {https://CRAN.R-project.org/package=stargazer},
}
@manual{R-strucchange,
title = {{strucchange: Testing, Monitoring, and Dating Structural Changes}},
author = {Achim Zeileis and Friedrich Leisch and Kurt Hornik and Christian Kleiber},
year = {2019},
version = {1.5-2},
url = {https://CRAN.R-project.org/package=strucchange},
}
@manual{R-survival,
title = {{survival: Survival Analysis}},
author = {Terry M Therneau},
year = {2020},
version = {3.1-12},
url = {https://github.com/therneau/survival},
}
@manual{R-tidyr,
title = {{tidyr: Tidy Messy Data}},
author = {Hadley Wickham},
year = {2021},
version = {1.1.3},
url = {https://CRAN.R-project.org/package=tidyr},
}
@manual{R-timeDate,
title = {{timeDate: Rmetrics - Chronological and Calendar Objects}},
author = {Diethelm Wuertz and Tobias Setz and Yohan Chalabi and Martin Maechler and Joe W. Byers},
year = {2018},
version = {3043.102},
url = {https://www.rmetrics.org},
}
@manual{R-timeSeries,
title = {{timeSeries: Financial Time Series Objects (Rmetrics)}},
author = {Diethelm Wuertz},
year = {2020},
version = {3062.100},
url = {https://CRAN.R-project.org/package=timeSeries},
}
@manual{R-TTR,
title = {{TTR: Technical Trading Rules}},
author = {Joshua Ulrich},
year = {2020},
version = {0.24.2},
url = {https://github.com/joshuaulrich/TTR},
}
@manual{R-urca,
title = {{urca: Unit Root and Cointegration Tests for Time Series Data}},
author = {Bernhard Pfaff},
year = {2016},
version = {1.3-0},
url = {https://CRAN.R-project.org/package=urca},
}
@manual{R-usethis,
title = {{usethis: Automate Package and Project Setup}},
author = {Hadley Wickham and Jennifer Bryan},
year = {2021},
version = {2.0.1},
url = {https://CRAN.R-project.org/package=usethis},
}
@manual{R-vars,
title = {{vars: VAR Modelling}},
author = {Bernhard Pfaff},
year = {2018},
version = {1.5-3},
url = {http://www.pfaffikus.de},
}
@manual{R-xts,
title = {{xts: eXtensible Time Series}},
author = {Jeffrey A. Ryan and Joshua M. Ulrich},
year = {2020},
version = {0.12.1},
url = {https://github.com/joshuaulrich/xts},
}
@manual{R-zoo,
title = {{zoo: S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations)}},
author = {Achim Zeileis and Gabor Grothendieck and Jeffrey A. Ryan},
year = {2021},
version = {1.8-9},
url = {https://zoo.R-Forge.R-project.org/},
}
@book{AER2008,
title = {{Applied Econometrics with {{R}}}},
author = {Christian Kleiber and Achim Zeileis},
year = {2008},
publisher = {Springer-Verlag},
address = {New York},
version = {{ISBN} 978-0-387-77316-2},
url = {https://CRAN.R-project.org/package=AER},
}
@book{bookdown2016,
title = {{bookdown: Authoring Books and Technical Documents with {{R}} Markdown}},
author = {Yihui Xie},
publisher = {Chapman and Hall/CRC},
address = {Boca Raton, Florida},
year = {2016},
version = {ISBN 978-1138700109},
url = {https://bookdown.org/yihui/bookdown},
}
@book{car2019,
title = {{An {{R}} Companion to Applied Regression}},
edition = {Third},
author = {John Fox and Sanford Weisberg},
year = {2019},
publisher = {Sage},
address = {Thousand Oaks {CA}},
url = {https://socialsciences.mcmaster.ca/jfox/Books/Companion/},
}
@article{forecast2008,
title = {{Automatic time series forecasting: the forecast package for {{R}}}},
author = {Rob J Hyndman and Yeasmin Khandakar},
journal = {Journal of Statistical Software},
volume = {26},
number = {3},
pages = {1--22},
year = {2008},
url = {https://www.jstatsoft.org/article/view/v027i03},
}
@book{ggplot22016,
author = {Hadley Wickham},
title = {{ggplot2: Elegant Graphics for Data Analysis}},
publisher = {Springer-Verlag New York},
year = {2016},
isbn = {978-3-319-24277-4},
url = {https://ggplot2.tidyverse.org},
}
@book{knitr2015,
title = {{Dynamic Documents with {{R}} and knitr}},
author = {Yihui Xie},
publisher = {Chapman and Hall/CRC},
address = {Boca Raton, Florida},
year = {2015},
edition = {2nd},
version = {ISBN 978-1498716963},
url = {https://yihui.org/knitr/},
}
@InCollection{knitr2014,
booktitle = {{Implementing Reproducible Computational Research}},
editor = {Victoria Stodden and Friedrich Leisch and Roger D. Peng},
title = {{knitr: A Comprehensive Tool for Reproducible Research in {{R}}}},
author = {Yihui Xie},
publisher = {Chapman and Hall/CRC},
year = {2014},
version = {ISBN 978-1466561595},
url = {http://www.crcpress.com/product/isbn/9781466561595},
}
@article{lmtest2002,
title = {{Diagnostic Checking in Regression Relationships}},
author = {Achim Zeileis and Torsten Hothorn},
journal = {R News},
year = {2002},
volume = {2},
number = {3},
pages = {7--10},
url = {https://CRAN.R-project.org/doc/Rnews/},
}
@book{MASS2002,
title = {{Modern Applied Statistics with S}},
author = {W. N. Venables and B. D. Ripley},
publisher = {Springer},
edition = {Fourth},
address = {New York},
year = {2002},
version = {ISBN 0-387-95457-0},
url = {https://www.stats.ox.ac.uk/pub/MASS4/},
}
@book{mvtnorm2009,
title = {{Computation of Multivariate Normal and t Probabilities}},
author = {Alan Genz and Frank Bretz},
series = {Lecture Notes in Statistics},
year = {2009},
publisher = {Springer-Verlag},
address = {Heidelberg},
isbn = {978-3-642-01688-2},
}
@article{np2008,
title = {{Nonparametric Econometrics: The np Package}},
author = {Tristen Hayfield and Jeffrey S. Racine},
journal = {Journal of Statistical Software},
year = {2008},
volume = {27},
number = {5},
url = {http://www.jstatsoft.org/v27/i05/},
}
@manual{orcutt2018,
title = {{{{orcutt}}: Estimate Procedure in Case of First Order Autocorrelation}},
author = {Spada Stefano and Matteo Quartagno and Marco Tamburini and David Robinson},
year = {2018},
url = {https://CRAN.R-project.org/package=orcutt},
}
@book{plm2018,
title = {{Panel Data Econometrics with {{R}}: the {{plm}} package}},
author = {Yves Croissant and Giovanni Millo},
publisher = {Wiley},
year = {2018},
}
@article{plm2008,
title = {{Panel Data Econometrics in {{R}}: The {{plm}} Package}},
author = {Yves Croissant and Giovanni Millo},
journal = {Journal of Statistical Software},
year = {2008},
volume = {27},
number = {2},
pages = {1--43},
doi = {10.18637/jss.v027.i02},
}
@article{plm2017,
title = {{Robust Standard Error Estimators for Panel Models: A Unifying Approach}},
author = {Giovanni Millo},
journal = {Journal of Statistical Software},
year = {2017},
volume = {82},
number = {3},
pages = {1--27},
doi = {10.18637/jss.v082.i03},
}
@book{plotly2020,
author = {Carson Sievert},
title = {{Interactive Web-Based Data Visualization with R, plotly, and shiny}},
publisher = {Chapman and Hall/CRC},
year = {2020},
isbn = {9781138331457},
url = {https://plotly-r.com},
}
@TechReport{rddtools2016,
title = {{rddtools: A toolbox for regression discontinuity in R}},
author = {Matthieu Stigler and Bastiaan Quast},
institution = {The Graduate Institute},
address = {Maison de la paix, Geneva, Switzerland},
year = {2016},
url = {https://qua.st/rddtools/},
}
@book{rmarkdown2018,
title = {{R Markdown: The Definitive Guide}},
author = {Yihui Xie and J.J. Allaire and Garrett Grolemund},
publisher = {Chapman and Hall/CRC},
address = {Boca Raton, Florida},
year = {2018},
version = {ISBN 9781138359338},
url = {https://bookdown.org/yihui/rmarkdown},
}
@book{rmarkdown2020,
title = {{R Markdown Cookbook}},
author = {Yihui Xie and Christophe Dervieux and Emily Riederer},
publisher = {Chapman and Hall/CRC},
address = {Boca Raton, Florida},
year = {2020},
version = {ISBN 9780367563837},
url = {https://bookdown.org/yihui/rmarkdown-cookbook},
}
@article{sandwich2020,
title = {{Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in {{R}}}},
author = {Achim Zeileis and Susanne K\"oll and Nathaniel Graham},
journal = {Journal of Statistical Software},
year = {2020},
volume = {95},
number = {1},
pages = {1--36},
doi = {10.18637/jss.v095.i01},
}
@article{sandwich2004,
title = {{Econometric Computing with {{HC}} and {{HAC}} Covariance Matrix Estimators}},
author = {Achim Zeileis},
journal = {Journal of Statistical Software},
year = {2004},
volume = {11},
number = {10},
pages = {1--17},
doi = {10.18637/jss.v011.i10},
}
@article{sandwich2006,
title = {{Object-Oriented Computation of Sandwich Estimators}},
author = {Achim Zeileis},
journal = {Journal of Statistical Software},
year = {2006},
volume = {16},
number = {9},
pages = {1--16},
doi = {10.18637/jss.v016.i09},
}
@article{strucchange2002,
title = {{strucchange: An R Package for Testing for Structural Change in Linear Regression Models}},
author = {Achim Zeileis and Friedrich Leisch and Kurt Hornik and Christian Kleiber},
journal = {Journal of Statistical Software},
year = {2002},
volume = {7},
number = {2},
pages = {1--38},
url = {http://www.jstatsoft.org/v07/i02/},
}
@article{strucchange2003,
title = {{Testing and Dating of Structural Changes in Practice}},
author = {Achim Zeileis and Christian Kleiber and Walter Kr\"amer and Kurt Hornik},
journal = {Computational Statistics \& Data Analysis},
year = {2003},
volume = {44},
pages = {109--123},
}
@article{strucchange2006,
title = {{Implementing a Class of Structural Change Tests: An Econometric Computing Approach}},
author = {Achim Zeileis},
journal = {Computational Statistics \& Data Analysis},
year = {2006},
volume = {50},
pages = {2987--3008},
}
@book{survival-book,
title = {{Modeling Survival Data: Extending the {{C}}ox Model}},
author = {{Terry M. Therneau} and {Patricia M. Grambsch}},
year = {2000},
publisher = {Springer},
address = {New York},
isbn = {0-387-98784-3},
}
@book{urca2008,
title = {{Analysis of Integrated and Cointegrated Time Series with R}},
author = {B. Pfaff},
publisher = {Springer},
edition = {Second},
address = {New York},
year = {2008},
version = {ISBN 0-387-27960-1},
url = {http://www.pfaffikus.de},
}
@article{vars2008a,
title = {{VAR, SVAR and SVEC Models: Implementation Within {{R}} Package {{vars}}}},
author = {Bernhard Pfaff},
journal = {Journal of Statistical Software},
year = {2008},
volume = {27},
number = {4},
url = {http://www.jstatsoft.org/v27/i04/},
}
@book{vars2008b,
title = {{Analysis of Integrated and Cointegrated Time Series with R}},
author = {B. Pfaff},
publisher = {Springer},
edition = {Second},
address = {New York},
year = {2008},
version = {ISBN 0-387-27960-1},
url = {http://www.pfaffikus.de},
}
@article{zoo2005,
title = {{zoo: S3 Infrastructure for Regular and Irregular Time Series}},
author = {Achim Zeileis and Gabor Grothendieck},
journal = {Journal of Statistical Software},
year = {2005},
volume = {14},
number = {6},
pages = {1--27},
doi = {10.18637/jss.v014.i06},
}
@manual{R-AER,
title = {{AER: Applied Econometrics with R}},
author = {Christian Kleiber and Achim Zeileis},
year = {2020},
version = {1.2-9},
url = {https://CRAN.R-project.org/package=AER},
}
@manual{R-base,
title = {{R: A Language and Environment for Statistical Computing}},
author = {{R Core Team}},
organization = {R Foundation for Statistical Computing},
address = {Vienna, Austria},
year = {2020},
url = {https://www.R-project.org/},
}
@manual{R-bookdown,
title = {{bookdown: Authoring Books and Technical Documents with R Markdown}},
author = {Yihui Xie},
year = {2021},
version = {0.22},
url = {https://CRAN.R-project.org/package=bookdown},
}
@manual{R-car,
title = {{car: Companion to Applied Regression}},
author = {John Fox and Sanford Weisberg and Brad Price},
year = {2020},
version = {3.0-10},
url = {https://CRAN.R-project.org/package=car},
}
@manual{R-carData,
title = {{carData: Companion to Applied Regression Data Sets}},
author = {John Fox and Sanford Weisberg and Brad Price},
year = {2020},
version = {3.0-4},
url = {https://CRAN.R-project.org/package=carData},
}
@manual{R-devtools,
title = {{devtools: Tools to Make Developing R Packages Easier}},
author = {Hadley Wickham and Jim Hester and Winston Chang},
year = {2021},
version = {2.4.0},
url = {https://CRAN.R-project.org/package=devtools},
}
@manual{R-dplyr,
title = {{dplyr: A Grammar of Data Manipulation}},
author = {Hadley Wickham and Romain François and Lionel Henry and Kirill Müller},
year = {2021},
version = {1.0.5},
url = {https://CRAN.R-project.org/package=dplyr},
}
@manual{R-dynlm,
title = {{dynlm: Dynamic Linear Regression}},
author = {Achim Zeileis},
year = {2019},
version = {0.3-6},
url = {https://CRAN.R-project.org/package=dynlm},
}
@manual{R-fBasics,
title = {{fBasics: Rmetrics - Markets and Basic Statistics}},
author = {Diethelm Wuertz and Tobias Setz and Yohan Chalabi},
year = {2020},
version = {3042.89.1},
url = {https://www.rmetrics.org},
}
@manual{R-fGarch,
title = {{fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling}},
author = {Diethelm Wuertz and Tobias Setz and Yohan Chalabi and Chris Boudt and Pierre Chausse and Michal Miklovac},
year = {2020},
version = {3042.83.2},
url = {https://www.rmetrics.org},
}
@manual{R-forecast,
title = {{forecast: Forecasting Functions for Time Series and Linear Models}},
author = {Rob Hyndman and George Athanasopoulos and Christoph Bergmeir and Gabriel Caceres and Leanne Chhay and Mitchell O'Hara-Wild and Fotios Petropoulos and Slava Razbash and Earo Wang and Farah Yasmeen},
year = {2021},
version = {8.14},
url = {https://CRAN.R-project.org/package=forecast},
}
@manual{R-ggplot2,
title = {{ggplot2: Create Elegant Data Visualisations Using the Grammar of Graphics}},
author = {Hadley Wickham and Winston Chang and Lionel Henry and Thomas Lin Pedersen and Kohske Takahashi and Claus Wilke and Kara Woo and Hiroaki Yutani and Dewey Dunnington},
year = {2020},
version = {3.3.3},
url = {https://CRAN.R-project.org/package=ggplot2},
}
@manual{R-kableExtra,
title = {{kableExtra: Construct Complex Table with kable and Pipe Syntax}},
author = {Hao Zhu},
year = {2021},
version = {1.3.4},
url = {https://CRAN.R-project.org/package=kableExtra},
}
@manual{R-knitr,
title = {{knitr: A General-Purpose Package for Dynamic Report Generation in R}},
author = {Yihui Xie},
year = {2021},
version = {1.33},
url = {https://yihui.org/knitr/},
}
@manual{R-lmtest,
title = {{lmtest: Testing Linear Regression Models}},
author = {Torsten Hothorn and Achim Zeileis and Richard W. Farebrother and Clint Cummins},
year = {2020},
version = {0.9-38},
url = {https://CRAN.R-project.org/package=lmtest},
}
@manual{R-MASS,
title = {{MASS: Support Functions and Datasets for Venables and Ripley's MASS}},
author = {Brian Ripley},
year = {2021},
version = {7.3-53.1},
url = {http://www.stats.ox.ac.uk/pub/MASS4/},
}
@manual{R-mvtnorm,
title = {{mvtnorm: Multivariate Normal and t Distributions}},
author = {Alan Genz and Frank Bretz and Tetsuhisa Miwa and Xuefei Mi and Torsten Hothorn},
year = {2020},
version = {1.1-1},
url = {http://mvtnorm.R-forge.R-project.org},
}
@manual{R-nlme,
title = {{nlme: Linear and Nonlinear Mixed Effects Models}},
author = {José Pinheiro and Douglas Bates and {R-core}},
year = {2020},
version = {3.1-148},
url = {https://svn.r-project.org/R-packages/trunk/nlme},
}
@manual{R-np,
title = {{np: Nonparametric Kernel Smoothing Methods for Mixed Data Types}},
author = {Jeffrey S. Racine and Tristen Hayfield},
year = {2020},
version = {0.60-10},
url = {https://github.com/JeffreyRacine/R-Package-np},
}
@manual{R-orcutt,
title = {{orcutt: Estimate Procedure in Case of First Order Autocorrelation}},
author = {Stefano Spada},
year = {2018},
version = {2.3},
url = {https://CRAN.R-project.org/package=orcutt},
}
@manual{R-plm,
title = {{plm: Linear Models for Panel Data}},
author = {Yves Croissant and Giovanni Millo and Kevin Tappe},
year = {2021},
version = {2.4-1},
url = {https://CRAN.R-project.org/package=plm},
}
@manual{R-plotly,
title = {{plotly: Create Interactive Web Graphics via plotly.js}},
author = {Carson Sievert and Chris Parmer and Toby Hocking and Scott Chamberlain and Karthik Ram and Marianne Corvellec and Pedro Despouy},
year = {2021},
version = {4.9.3},
url = {https://CRAN.R-project.org/package=plotly},
}
@manual{R-quantmod,
title = {{quantmod: Quantitative Financial Modelling Framework}},
author = {Jeffrey A. Ryan and Joshua M. Ulrich},
year = {2020},