[R-SIG-Finance] JSS: Econometrics in R

[Achim Zeileis]

Dear useRs:

the Journal of Statistical Software (JSS, http://www.jstatsoft.org/) has 
just published a special volume on "Econometrics in R", edited by Roger 
Koenker and myself. All papers and accompanying software (including 
scripts that replicate the analysis from the paper) are freely available 
(under CC licenses) from

   http://www.jstatsoft.org/v27/

There are seven papers plus a short intro:

    - Achim Zeileis, Roger Koenker
      Econometrics in R: Past, Present, and Future
    - Yves Croissant, Giovanni Millo
      Panel Data Econometrics in R: The plm Package
    - Rob J. Hyndman, Yeasmin Khandakar
      Automatic Time Series Forecasting: The forecast Package for R
    - Bernhard Pfaff
      VAR, SVAR and SVEC Models: Implementation Within R Package vars
    - Tristen Hayfield, Jeffrey S. Racine
      Nonparametric Econometrics: The np Package
    - Roger Koenker
      Censored Quantile Regression Redux
    - Arne Henningsen, Ott Toomet
      Sample Selection Models in R: Package sampleSelection
    - Achim Zeileis, Christian Kleiber, Simon Jackman
      Regression Models for Count Data in R

I hope that many of the readers on this list will find (some of) the 
papers in this special volume interesting and helpful for using the 
associated packages for their work and research.

Best wishes,
Z