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: http://faculty.washington.edu/ezivot/modelingFinancialTimeSeries.htm The functions and examples in the book can be run with the S+FinMetrics module for S-PLUS 6. Details at: http://www.insightful.com/products/finmetrics/ # David Smith -- David M Smith <[EMAIL PROTECTED]> Product Manager, Insightful Corp, Seattle WA Tel: +1 (206) 802 2360 Fax: +1 (206) 283 6310 New Insightful Miner 3! Discover how Pfizer, Bank of America and others are using Insightful Miner -- a highly scalable data analysis workbench. Learn more at http://www.insightful.com/products/iminer > -----Original Message----- > From: Ajay Shah [mailto:[EMAIL PROTECTED] > Sent: Thursday, February 19, 2004 5:36 AM > To: Arne Henningsen > Cc: [EMAIL PROTECTED] > 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 > [EMAIL PROTECTED] Department of Economic Affairs > http://www.mayin.org/ajayshah Ministry of Finance, New Delhi > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html