Category Archives: Tutorials

Overview of the yuima and yuimaGUI R packages

The YUIMA Project is an open source academic project aimed at developing a complete environment for estimation and simulation of Stochastic Differential Equations and other Stochastic Processes via the R package called yuima and its Graphical User Interface yuimaGUI. The Project has been funded up to 2010 by the Japan Science Technology (JST) Basic Research Programs PRESTO, Grants-in-Aid for Scientific Research No. 19340021. Presently, the YUIMA […]

Paper Replication: Petersen 2009

The goal of this exercise is to replicate some of the results in Petersen (2009) using the R programming language. In particular, we will replicate the estimation of standard errors with a firm effect OLS and Rogers standard errors. The author simulated a panel data set and then estimated the slope coefficient and its standard […]

Introduction to R

In this introduction to R, the reader will master the basics of this beautiful open source language with hands-on experience. With over 2 million users worldwide R is rapidly becoming the leading programming language in statistics and data science. Every year, the number of R users grows by 40% and an increasing number of organizations […]