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The goal of hansen is to provide the datasets used in the exercises of the book Econometrics by Bruce E. Hansen following the Tidy Data principles.
The datasets were already processed and tidied following the steps in the original code by Professor Hansen. The goal is to go directly to writing functions in C++.
Besides the package with the documented datasets, I also provide a full replication using Armadillo (C++) code for:
- Chapter 3. The Algebra of Least Squares
- Chapter 4. Least Squares Regression
- Chapter 8. Restricted Estimation
This replication exercise should be helpful for R users learning C++ (I hope).
You can check the main hansen page here.
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