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desk (version 1.1.1)

Didactic Econometrics Starter Kit

Description

Written to help undergraduate as well as graduate students to get started with R for basic econometrics without the need to import specific functions and datasets from many different sources. Primarily, the package is meant to accompany the German textbook Auer, L.v., Hoffmann, S., Kranz, T. (2023, ISBN: 978-3-662-68263-0) from which the exercises cover all the topics from the textbook Auer, L.v. (2023, ISBN: 978-3-658-42699-6).

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Version

Install

install.packages('desk')

Monthly Downloads

243

Version

1.1.1

License

GPL (>= 3)

Issues

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Maintainer

Soenke Hoffmann

Last Published

January 9th, 2024

Functions in desk (1.1.1)

data.cars

Speed and Stopping Distances of Cars
data.regional

Regional Cost of Living in Germany
data.macro

Macroeconomic Data from Germany
data.wage

Wage Data in a Company
data.rent

Average Basic Rent in City Districts
data.windscreen

Efficiency of a Car Glass Service Company
data.iv

Instrumental Variables
data.tip

Tip Data in a Restaurant
data.income

Income Per Capita
data.tip.all

Tip Data in a Restaurant with all 20 observations. Only used in textbook.
data.lifesat

Life Satisfaction
ivr

Two-Stage Least Squares (2SLS) Instrumental Variable Regression
jb.test

Jarque-Bera Test
data.trade

Gravity Model Applied to Germany
data.pharma

Pharmaceutical Advertisements
data.spurious

Non-Stationary Time Series Data
data.cobbdoug

Cobb-Douglas Production Function
data.software

Employment Data of a Software Company
data.printer

Prices and Qualitative Characteristics of Laser Printers
dw.test

Durbin-Watson Test on AR(1) Autocorrelation
makedata.corr

Generate Exogenous Normal Data with Specified Correlations
def.log

Lambda Deformed Logarithm
ddw

Durbin Watson Distribution
def.exp

Lambda Deformed Exponential
datasets

Datasets in DESK
data.unempl

German Economic Growth and Unemployment Rates
mc.table

Generate R² Matrix of all Possible Regressions Among Regressors to Check Multicollinearity
data.insurance

Sales of Insurance Contracts
ols.has.const

Check if Model has a Constant
gq.test

Goldfeld-Quandt Test
qlr.test

Quandt Likelihood Ratio-Test for Structural Breaks in any Parameter with Unknown Break Date
ols

Ordinary Least Squares Regression
qlr.cv

Calculates the critical value in a Quandt Likelihood Ratio-Test for Structural Breaks in a Parameter with Unknown Break Date
new.session

R Session Reset
data.milk

Milk Production
par.t.test

t-Test on Estimated Parameters of a Linear Model
print.desk

Alternative Console Output for Regression- and Test-results
par.f.test

F-test on Multiple Linear Combinations of Estimated Parameters in a Linear Model
data.savings

International Life-Cycle Savings and Disposable Income
ols.infocrit

Calculate Common Information Criteria
wh.test

White Heteroskedasticity Test
data.sick

Sick Leave and Unemployment
hilu

Estimating Linear Models under AR(1) Autocorrelation with Hildreth and Lu Method
repeat.sample

Generates OLS Data and Confidence/Prediction Intervals for Repeated Samples
reset.test

RESET Method for Non-linear Functional Form
makedata.bc

Generate Artificial, Non-linear Data for Simple Regression
lagk

1 to k-Period Lags of Given Vector
plot.desk

Simplified Plotting of Regression- and Test-results
rprofile.add

Add a Command to User R Startup File Rprofile.site
rprofile.open

Open User R Startup File Rprofile.site
ols.interval

Calculate Different Types of Intervals in a Linear Model
rm.all

Remove All Objects
pc.test

Prognostic Chow Test on Structural Break
hcc

Heteroskedasticity Corrected Covariance Matrix
ols.predict

Predictions in a Linear Model
pdw

Durbin-Watson Distribution
roll.win

Rolling Window Analysis of a Time Series
bp.test

Breusch-Pagan Test
acc

Autocorrelation Coefficient
cochorc

Estimating Linear Models under AR(1) with Cochrane-Orcutt Iteration
ar1sim

Simulate AR(1) Process
bc.model

One Dimensional Box-Cox Model
Sxy

Variation and Covariation
data.auto

Prices and Qualitative Characteristics of US-Cars
bc.test

Box-Cox Test
arguments

Arguments of a Function
data.anscombe

Anscombe's Quartet
data.ballb

Defective Ball Bearings
data.burglary

Burglaries and Power Blackouts
data.govexpend

Government Expenditures of US-States
data.comp

Monthly Rentals and Qualitative Characteristics of Computers
data.eu

Expenditures of the EU-25
data.icecream

Sales of Ice Cream
data.filter

Water Filter Sales
data.fertilizer

Fertilizer in the Cultivation of Barley