I am looking for a good book for teaching introductory statistics and econometrics in R at an undergraduate level.

Is there a commonly recommended text?

  • $\begingroup$ It belongs here; SO is for programming questions. $\endgroup$ – user88 Feb 12 '13 at 12:49
  • $\begingroup$ Applied Econometrics with R by Christian Kleiber and Achim Zeileis is surely a candidate! $\endgroup$ – Arne Jonas Warnke Feb 12 '13 at 12:59
  • $\begingroup$ Have you seen this question? $\endgroup$ – smillig Feb 12 '13 at 14:28
  • $\begingroup$ @Anne: Thanks, but I think R has progressed a lot in five years. I fear that I may be teaching old stuffs to the students. $\endgroup$ – Metrics Feb 12 '13 at 14:50
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    $\begingroup$ @user1493368: I think the book is still very useful, especially if you are interested in (teaching) typical econometric estimators / methods because it contains different issues which are important in econometrics (such as SUR) but less frequent in other applied fields and vice versa. Still many topics are only briefly mentioned or missing (such as IV or propensity score matching). I do not whether other books such as Hands-On Intermediate Econometrics Using R (mentioned by vinux) discuss these topics. $\endgroup$ – Arne Jonas Warnke Feb 12 '13 at 15:08

For introductory statistics and econometrics I would suggest the following.

  1. Basic Econometrics - Damodar Gujarati
  2. Econometric Analysis -William Greene

The following two books are introductory statistics and econometrics in R.

  1. Hands On Intermediate Econometrics Using Templates
  2. Applied Econometrics with R (same as arne's suggestion)

Gujarati and Greene are the best suggestion if you are looking basic econometrics. My friends use the last two books and they are happy about the book.

You can also find more tutorials or handouts in google. I guess the cran document Econometrics in R may be useful.

  • $\begingroup$ @ vinux : Gujarati uses eviews examples and Greene uses limdep. They are good when dealing with the theoretical stuffs. I haven't tried other two, but I will look into. $\endgroup$ – Metrics Feb 12 '13 at 14:58
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    $\begingroup$ I would avoid Greene for undergraduates unless they are bright. $\endgroup$ – Dimitriy V. Masterov Feb 12 '13 at 17:25

There's a new option written by my humble self: "Using R for Introductory Econometrics"

It is designed to be completely consistent with Jeff Wooldridge's "Introductory Econometrics" in terms of topics, terminology, and and notation.

The full text is available for free online viewing together with the R code and other material at http://www.urfie.net/ and hardcopies are quite cheap, too.

Check it out and let me know what you think.


I suggest you:

Wooldridge, Jeffrey. Introductory econometrics: A modern approach. Cengage Learning, 2012.

that is really simple and good for an initial approach to econometrics.


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