forked from mca91/EconometricsWithR
-
Notifications
You must be signed in to change notification settings - Fork 0
/
packages.bib
295 lines (295 loc) · 9.9 KB
/
packages.bib
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
@Manual{R-AER,
title = {{AER: Applied Econometrics with R}},
author = {Christian Kleiber and Achim Zeileis},
year = {2018},
version = {1.2-6},
url = {https://CRAN.R-project.org/package=AER},
}
@Manual{R-base,
title = {{R: A Language and Environment for Statistical Computing}},
author = {{R Core Team}},
organization = {R Foundation for Statistical Computing},
address = {Vienna, Austria},
year = {2018},
url = {https://www.R-project.org/},
}
@Manual{R-bindrcpp,
title = {{bindrcpp: An 'Rcpp' Interface to Active Bindings}},
author = {Kirill Müller},
year = {2018},
version = {0.2.2},
url = {https://CRAN.R-project.org/package=bindrcpp},
}
@Manual{R-bookdown,
title = {{bookdown: Authoring Books and Technical Documents with R Markdown}},
author = {Yihui Xie},
year = {2018},
version = {0.9},
url = {https://CRAN.R-project.org/package=bookdown},
}
@Manual{R-car,
title = {{car: Companion to Applied Regression}},
author = {John Fox and Sanford Weisberg and Brad Price},
year = {2018},
version = {3.0-2},
url = {https://CRAN.R-project.org/package=car},
}
@Manual{R-carData,
title = {{carData: Companion to Applied Regression Data Sets}},
author = {John Fox and Sanford Weisberg and Brad Price},
year = {2018},
version = {3.0-2},
url = {https://CRAN.R-project.org/package=carData},
}
@Manual{R-devtools,
title = {{devtools: Tools to Make Developing R Packages Easier}},
author = {Hadley Wickham and Jim Hester and Winston Chang},
year = {2018},
version = {2.0.1},
url = {https://CRAN.R-project.org/package=devtools},
}
@Manual{R-dplyr,
title = {{dplyr: A Grammar of Data Manipulation}},
author = {Hadley Wickham and Romain François and Lionel Henry and Kirill Müller},
year = {2018},
version = {0.7.8},
url = {https://CRAN.R-project.org/package=dplyr},
}
@Manual{R-dynlm,
title = {{dynlm: Dynamic Linear Regression}},
author = {Achim Zeileis},
year = {2016},
version = {0.3-5},
url = {https://CRAN.R-project.org/package=dynlm},
}
@Manual{R-fBasics,
title = {{fBasics: Rmetrics - Markets and Basic Statistics}},
author = {Diethelm Wuertz and Tobias Setz and Yohan Chalabi},
year = {2017},
version = {3042.89},
url = {https://CRAN.R-project.org/package=fBasics},
}
@Manual{R-fGarch,
title = {{fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling}},
author = {Diethelm Wuertz and Tobias Setz and Yohan Chalabi and Chris Boudt and Pierre Chausse and Michal Miklovac},
year = {2017},
version = {3042.83},
url = {https://CRAN.R-project.org/package=fGarch},
}
@Manual{R-forecast,
title = {{forecast: Forecasting Functions for Time Series and Linear Models}},
author = {Rob Hyndman and George Athanasopoulos and Christoph Bergmeir and Gabriel Caceres and Leanne Chhay and Mitchell O'Hara-Wild and Fotios Petropoulos and Slava Razbash and Earo Wang and Farah Yasmeen},
year = {2018},
version = {8.4},
url = {https://CRAN.R-project.org/package=forecast},
}
@Manual{R-Formula,
title = {{Formula: Extended Model Formulas}},
author = {Achim Zeileis and Yves Croissant},
year = {2018},
version = {1.2-3},
url = {https://CRAN.R-project.org/package=Formula},
}
@Manual{R-ggplot2,
title = {{ggplot2: Create Elegant Data Visualisations Using the Grammar of Graphics}},
author = {Hadley Wickham and Winston Chang and Lionel Henry and Thomas Lin Pedersen and Kohske Takahashi and Claus Wilke and Kara Woo},
year = {2018},
version = {3.1.0},
url = {https://CRAN.R-project.org/package=ggplot2},
}
@Manual{R-kableExtra,
title = {{kableExtra: Construct Complex Table with 'kable' and Pipe Syntax}},
author = {Hao Zhu},
year = {2018},
version = {0.9.0},
url = {https://CRAN.R-project.org/package=kableExtra},
}
@Manual{R-knitr,
title = {{knitr: A General-Purpose Package for Dynamic Report Generation in R}},
author = {Yihui Xie},
year = {2018},
version = {1.21},
url = {https://CRAN.R-project.org/package=knitr},
}
@Manual{R-lmtest,
title = {{lmtest: Testing Linear Regression Models}},
author = {Torsten Hothorn and Achim Zeileis and Richard W. Farebrother and Clint Cummins},
year = {2018},
version = {0.9-36},
url = {https://CRAN.R-project.org/package=lmtest},
}
@Manual{R-MASS,
title = {{MASS: Support Functions and Datasets for Venables and Ripley's MASS}},
author = {Brian Ripley},
year = {2018},
version = {7.3-51.1},
url = {https://CRAN.R-project.org/package=MASS},
}
@Manual{R-mvtnorm,
title = {{mvtnorm: Multivariate Normal and t Distributions}},
author = {Alan Genz and Frank Bretz and Tetsuhisa Miwa and Xuefei Mi and Torsten Hothorn},
year = {2018},
version = {1.0-8},
url = {https://CRAN.R-project.org/package=mvtnorm},
}
@Manual{R-nlme,
title = {{nlme: Linear and Nonlinear Mixed Effects Models}},
author = {José Pinheiro and Douglas Bates and {R-core}},
year = {2018},
version = {3.1-137},
url = {https://CRAN.R-project.org/package=nlme},
}
@Manual{R-np,
title = {{np: Nonparametric Kernel Smoothing Methods for Mixed Data Types}},
author = {Jeffrey S. Racine and Tristen Hayfield},
year = {2018},
version = {0.60-9},
url = {https://CRAN.R-project.org/package=np},
}
@Manual{R-orcutt,
title = {{orcutt: Estimate Procedure in Case of First Order Autocorrelation}},
author = {Stefano Spada},
year = {2018},
version = {2.3},
url = {https://CRAN.R-project.org/package=orcutt},
}
@Manual{R-plm,
title = {{plm: Linear Models for Panel Data}},
author = {Yves Croissant and Giovanni Millo and Kevin Tappe},
year = {2017},
version = {1.6-6},
url = {https://CRAN.R-project.org/package=plm},
}
@Manual{R-plotly,
title = {{plotly: Create Interactive Web Graphics via 'plotly.js'}},
author = {Carson Sievert and Chris Parmer and Toby Hocking and Scott Chamberlain and Karthik Ram and Marianne Corvellec and Pedro Despouy},
year = {2018},
version = {4.8.0},
url = {https://CRAN.R-project.org/package=plotly},
}
@Manual{R-quantmod,
title = {{quantmod: Quantitative Financial Modelling Framework}},
author = {Jeffrey A. Ryan and Joshua M. Ulrich},
year = {2018},
version = {0.4-13},
url = {https://CRAN.R-project.org/package=quantmod},
}
@Manual{R-rddtools,
title = {{rddtools: Toolbox for Regression Discontinuity Design ('RDD')}},
author = {Matthieu Stigler and Bastiaan Quast},
year = {2015},
version = {0.4.0},
url = {https://CRAN.R-project.org/package=rddtools},
}
@Manual{R-readxl,
title = {{readxl: Read Excel Files}},
author = {Hadley Wickham and Jennifer Bryan},
year = {2018},
version = {1.2.0},
url = {https://CRAN.R-project.org/package=readxl},
}
@Manual{R-rmarkdown,
title = {{rmarkdown: Dynamic Documents for R}},
author = {JJ Allaire and Yihui Xie and Jonathan McPherson and Javier Luraschi and Kevin Ushey and Aron Atkins and Hadley Wickham and Joe Cheng and Winston Chang and Richard Iannone},
year = {2018},
version = {1.11},
url = {https://CRAN.R-project.org/package=rmarkdown},
}
@Manual{R-sandwich,
title = {{sandwich: Robust Covariance Matrix Estimators}},
author = {Achim Zeileis and Thomas Lumley},
year = {2018},
version = {2.5-0},
url = {https://CRAN.R-project.org/package=sandwich},
}
@Manual{R-scales,
title = {{scales: Scale Functions for Visualization}},
author = {Hadley Wickham},
year = {2018},
version = {1.0.0},
url = {https://CRAN.R-project.org/package=scales},
}
@Manual{R-stargazer,
title = {{stargazer: Well-Formatted Regression and Summary Statistics Tables}},
author = {Marek Hlavac},
year = {2018},
version = {5.2.2},
url = {https://CRAN.R-project.org/package=stargazer},
}
@Manual{R-strucchange,
title = {{strucchange: Testing, Monitoring, and Dating Structural Changes}},
author = {Achim Zeileis and Friedrich Leisch and Kurt Hornik and Christian Kleiber},
year = {2015},
version = {1.5-1},
url = {https://CRAN.R-project.org/package=strucchange},
}
@Manual{R-survival,
title = {{survival: Survival Analysis}},
author = {Terry M Therneau},
year = {2018},
version = {2.43-3},
url = {https://CRAN.R-project.org/package=survival},
}
@Manual{R-tidyr,
title = {{tidyr: Easily Tidy Data with 'spread()' and 'gather()' Functions}},
author = {Hadley Wickham and Lionel Henry},
year = {2018},
version = {0.8.2},
url = {https://CRAN.R-project.org/package=tidyr},
}
@Manual{R-timeDate,
title = {{timeDate: Rmetrics - Chronological and Calendar Objects}},
author = {Diethelm Wuertz and Tobias Setz and Yohan Chalabi and Martin Maechler and Joe W. Byers},
year = {2018},
version = {3043.102},
url = {https://CRAN.R-project.org/package=timeDate},
}
@Manual{R-timeSeries,
title = {{timeSeries: Rmetrics - Financial Time Series Objects}},
author = {Diethelm Wuertz and Tobias Setz and Yohan Chalabi},
year = {2017},
version = {3042.102},
url = {https://CRAN.R-project.org/package=timeSeries},
}
@Manual{R-TTR,
title = {{TTR: Technical Trading Rules}},
author = {Joshua Ulrich},
year = {2018},
version = {0.23-4},
url = {https://CRAN.R-project.org/package=TTR},
}
@Manual{R-urca,
title = {{urca: Unit Root and Cointegration Tests for Time Series Data}},
author = {Bernhard Pfaff},
year = {2016},
version = {1.3-0},
url = {https://CRAN.R-project.org/package=urca},
}
@Manual{R-usethis,
title = {{usethis: Automate Package and Project Setup}},
author = {Hadley Wickham and Jennifer Bryan},
version = {1.4.0.9000},
url = {https://github.com/r-lib/usethis},
year = {2018},
}
@Manual{R-vars,
title = {{vars: VAR Modelling}},
author = {Bernhard Pfaff},
year = {2018},
version = {1.5-3},
url = {https://CRAN.R-project.org/package=vars},
}
@Manual{R-xts,
title = {{xts: eXtensible Time Series}},
author = {Jeffrey A. Ryan and Joshua M. Ulrich},
year = {2018},
version = {0.11-2},
url = {https://CRAN.R-project.org/package=xts},
}
@Manual{R-zoo,
title = {{zoo: S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations)}},
author = {Achim Zeileis and Gabor Grothendieck and Jeffrey A. Ryan},
year = {2018},
version = {1.8-4},
url = {https://CRAN.R-project.org/package=zoo},
}