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Last updated:
January 7, 2013
Introduction 
Short Course 
R Package 
Class Examples 
Packages
This is a
short course on using
R put together by Chris Green
(PhD student in UW stat dept).

gmm:
Generalized Method of Moments and
Generalized Empirical Likelihood.
It is a complete suite to estimate models based on moment conditions. It
includes the two step Generalized method of moments (GMM) of
Hansen(1982), the iterated GMM and continuous updated estimator (CUE) of
HansenEatonYaron (1996) and several methods that belong to the
Generalized Empirical Likelihood (GEL) family of estimators, as
presented by Smith (1997), Kitamura (1997), NeweySmith(2004) and
Anatolyev (2005).

plm:
Linear models for panel data. A set of estimators and tests for panel
data.
The following script files are
used to create the examples used in class and presented in the class
slides.
Asymptotic Primer
Time Series
Concepts
Single Equation
Linear GMM
Nonlinear GMM
 descriptiveStatistics.r
 descriptiveStatisticsDaily.r
Multiple Equation Linear GMM
The following R
packages will be used in class:

zoo: Z's
ordered observations

tseries:
Time series analysis and computational finance

TSA:
Time series analysis.

xts:
Extensible time series

mvtnorm:
Multivariate normal and multivariate t distribution.

boot:
Bootstrap R Functions.
