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Econometrics in R

This repository includes different R scripts (with the data used) for the study and application of different topics from the study of Econometrics. Among the topics you will find:

  1. Introduction to R (Basic Operations, Import Data, Dataframes and Objects)
  2. Data Analysis (Graphics, Statistical Inference, Regression Models, Regression Diagnostic)
  3. Time Series (ARIMA, Forecast, Decomposition, Unit Root Test, Cointegration Analysis, VAR Models, Johansen Cointegration Analysis, VEC Models)
  4. Financial Econometrics (CAPM, VaR, ARCH-GARCH-EGARCH Models, Contagion Analysis)
  5. Panel Data (Fixed and Random Unit Root Test, Cointegration Analysis, VAR Models, Johansen Cointegration Analysis, VEC Models)