Diebold_Econometrics：slides+code+data/戴博 计量经济学课件、代码及数据

Slides.pdf  
DataAndCode.zip
EViews_Liquor
EViews_Others
EViews_Wages
Python_Liquor
Python_Wage
R_Liquor
R_Others
R_Wage

Notes on running the R code.

(1)         The R code in this book uses a number of user-written R packages that are not included in the default R installation. They need to be installed separately. To install these packages, copy the following code and paste it into your R console:

packages <- c("datasets", "graphics", "utils", "stats", "methods", "grDevices", "zoo", "timeDate", "timeSeries", "fBasics", "forecast", "plotrix", "lmtest", "sandwich", "MSBVAR", "car", "ggplot2", "tseries", "fGarch", "moments")

for (i in 1:length(packages)) {
  install.packages(packages)
  library(packages, character.only=TRUE)
}

Once you enter the code as above, you may be asked to select a CRAN mirror from which to download the packages. Simply select the mirror closest to you.

Diebold_Econometrics_book_slides_code_data.zip
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