Resources

Software, packages, and references

1 R and RStudio

All work in this course uses R and RStudio Desktop.

Software	Download
R (≥ 4.3.0)	cran.r-project.org
RStudio Desktop	posit.co/download/rstudio-desktop
Quarto (for assignments)	quarto.org

2 Required Packages

Install all required packages in one go:

pkgs <- c(
  # Data manipulation & visualisation
  "tidyverse",    # dplyr, ggplot2, tidyr, purrr, readr, stringr
  "patchwork",    # combine ggplot panels
  "GGally",       # ggpairs and correlation plots

  # Econometric modelling
  "broom",        # tidy model output (tidy, glance, augment)
  "modelsummary", # publication-quality regression tables
  "car",          # linearHypothesis, vif, Anova
  "lmtest",       # bptest, dwtest, bgtest, coeftest
  "sandwich",     # vcovHC, vcovHAC (robust variance-covariance)
  "estimatr",     # lm_robust (one-step robust estimation)

  # Datasets
  "wooldridge",   # Wooldridge textbook datasets
  "gapminder",    # Gapminder global development data
  "AER",          # Applied Econometrics with R datasets

  # Time series
  "tseries",      # adf.test, kpss.test
  "dynlm",        # dynamic linear models with lm() syntax
  "zoo",          # irregular time series
  "tsibble",      # tidy time series structures
  "feasts",       # time series features and ACF/PACF plots
  "fabletools"    # tidy forecasting framework
)

install.packages(pkgs)

3 Package Reference

3.1 Core Workflow

Package	Key Functions	Use
`dplyr`	`filter`, `select`, `mutate`, `summarise`, `group_by`	Data wrangling
`ggplot2`	`ggplot`, `aes`, `geom_`, `labs`, `theme_`	Visualisation
`broom`	`tidy()`, `glance()`, `augment()`	Tidy model output
`modelsummary`	`modelsummary()`, `datasummary()`	Regression tables

3.2 Inference and Diagnostics

Package	Key Functions	Use
`car`	`linearHypothesis()`, `vif()`	Joint tests, multicollinearity
`lmtest`	`coeftest()`, `bptest()`, `dwtest()`, `bgtest()`	Coefficient tests, diagnostics
`sandwich`	`vcovHC()`, `vcovHAC()`, `NeweyWest()`	Robust variance estimators
`estimatr`	`lm_robust()`	Robust regression in one call

3.3 Datasets

Package	Key Datasets	Topic
`wooldridge`	`wage1`, `hprice1`, `vote1`, `phillips`, `hseinv`	Core examples
`gapminder`	`gapminder`	International development
`AER`	`CPS1985`, `Fertility`	Labour economics
`datasets`	`cars`, `longley`	Base R examples

3.4 Time Series

Package	Key Functions	Use
`dynlm`	`dynlm()`	Dynamic regression with lag operators
`tseries`	`adf.test()`, `kpss.test()`	Unit root tests
`zoo`	`zoo()`, `rollmean()`	Time series objects
`feasts`	`ACF()`, `PACF()`, `autoplot()`	Tidy ACF/PACF

4 Starter Script

Copy this block at the top of every R session or Quarto document:

library(tidyverse)
library(broom)
library(modelsummary)
library(lmtest)
library(sandwich)
library(estimatr)
library(car)
library(wooldridge)

# Consistent ggplot theme
theme_set(theme_minimal(base_size = 13))
options(digits = 4, scipen = 999)

5 Cheat Sheets

6 Textbooks

Book	Authors	Notes
Introductory Econometrics (6th ed.)	Wooldridge	Primary text. Datasets in the `wooldridge` R package.
Introduction to Econometrics (4th ed.)	Stock & Watson	Alternative reference. Emphasises inference.
Principles of Econometrics (4th ed.)	Hill, Griffiths & Lim	Applied focus with R/EViews coverage.
Using R for Introductory Econometrics (2nd ed.)	Heiss	Free online at urfie.net. R code for Wooldridge examples.

7 Getting Help

R documentation: Type ?function_name in the console, e.g. ?lm
Package vignettes: vignette("modelsummary") or browseVignettes("broom")
Stack Overflow: tag your question [r]
Posit Community: community.rstudio.com

--- title: "Resources" subtitle: "Software, packages, and references" --- ## R and RStudio All work in this course uses **R** and **RStudio Desktop**. | Software | Download | |----------|----------| | R (≥ 4.3.0) | [cran.r-project.org](https://cran.r-project.org) | | RStudio Desktop | [posit.co/download/rstudio-desktop](https://posit.co/download/rstudio-desktop) | | Quarto (for assignments) | [quarto.org](https://quarto.org) | --- ## Required Packages Install all required packages in one go: ```r pkgs <- c( # Data manipulation & visualisation "tidyverse", # dplyr, ggplot2, tidyr, purrr, readr, stringr "patchwork", # combine ggplot panels "GGally", # ggpairs and correlation plots # Econometric modelling "broom", # tidy model output (tidy, glance, augment) "modelsummary", # publication-quality regression tables "car", # linearHypothesis, vif, Anova "lmtest", # bptest, dwtest, bgtest, coeftest "sandwich", # vcovHC, vcovHAC (robust variance-covariance) "estimatr", # lm_robust (one-step robust estimation) # Datasets "wooldridge", # Wooldridge textbook datasets "gapminder", # Gapminder global development data "AER", # Applied Econometrics with R datasets # Time series "tseries", # adf.test, kpss.test "dynlm", # dynamic linear models with lm() syntax "zoo", # irregular time series "tsibble", # tidy time series structures "feasts", # time series features and ACF/PACF plots "fabletools" # tidy forecasting framework ) install.packages(pkgs) ``` --- ## Package Reference ### Core Workflow | Package | Key Functions | Use | |---------|--------------|-----| | `dplyr` | `filter`, `select`, `mutate`, `summarise`, `group_by` | Data wrangling | | `ggplot2` | `ggplot`, `aes`, `geom_*`, `labs`, `theme_*` | Visualisation | | `broom` | `tidy()`, `glance()`, `augment()` | Tidy model output | | `modelsummary` | `modelsummary()`, `datasummary()` | Regression tables | ### Inference and Diagnostics | Package | Key Functions | Use | |---------|--------------|-----| | `car` | `linearHypothesis()`, `vif()` | Joint tests, multicollinearity | | `lmtest` | `coeftest()`, `bptest()`, `dwtest()`, `bgtest()` | Coefficient tests, diagnostics | | `sandwich` | `vcovHC()`, `vcovHAC()`, `NeweyWest()` | Robust variance estimators | | `estimatr` | `lm_robust()` | Robust regression in one call | ### Datasets | Package | Key Datasets | Topic | |---------|-------------|-------| | `wooldridge` | `wage1`, `hprice1`, `vote1`, `phillips`, `hseinv` | Core examples | | `gapminder` | `gapminder` | International development | | `AER` | `CPS1985`, `Fertility` | Labour economics | | `datasets` | `cars`, `longley` | Base R examples | ### Time Series | Package | Key Functions | Use | |---------|--------------|-----| | `dynlm` | `dynlm()` | Dynamic regression with lag operators | | `tseries` | `adf.test()`, `kpss.test()` | Unit root tests | | `zoo` | `zoo()`, `rollmean()` | Time series objects | | `feasts` | `ACF()`, `PACF()`, `autoplot()` | Tidy ACF/PACF | --- ## Starter Script Copy this block at the top of every R session or Quarto document: ```r library(tidyverse) library(broom) library(modelsummary) library(lmtest) library(sandwich) library(estimatr) library(car) library(wooldridge) # Consistent ggplot theme theme_set(theme_minimal(base_size = 13)) options(digits = 4, scipen = 999) ``` --- ## Cheat Sheets - [dplyr cheat sheet](https://rstudio.github.io/cheatsheets/data-transformation.pdf) - [ggplot2 cheat sheet](https://rstudio.github.io/cheatsheets/data-visualization.pdf) - [R Markdown / Quarto cheat sheet](https://rstudio.github.io/cheatsheets/quarto.pdf) --- ## Textbooks | Book | Authors | Notes | |------|---------|-------| | *Introductory Econometrics* (6th ed.) | Wooldridge | Primary text. Datasets in the `wooldridge` R package. | | *Introduction to Econometrics* (4th ed.) | Stock & Watson | Alternative reference. Emphasises inference. | | *Principles of Econometrics* (4th ed.) | Hill, Griffiths & Lim | Applied focus with R/EViews coverage. | | *Using R for Introductory Econometrics* (2nd ed.) | Heiss | Free online at [urfie.net](http://urfie.net). R code for Wooldridge examples. | --- ## Getting Help - **R documentation**: Type `?function_name` in the console, e.g. `?lm` - **Package vignettes**: `vignette("modelsummary")` or `browseVignettes("broom")` - **Stack Overflow**: tag your question `[r]` - **Posit Community**: [community.rstudio.com](https://community.rstudio.com)