Software-Illustrated Explanations of Econometrics Contributions by CR Rao for his 100-th Birthday

Hrishikesh Vinod

Journal of Quantitative Economics, 2020, vol. 18, issue 2, No 1, 235-252

Abstract: Abstract Since the vast array of scientific contributions by Dr. C. R. Rao are difficult to summarize in a short paper, we focus on (1) concepts relevant for applied statisticians including econometricians, (2) using the R software to explain the concepts to be better understood by Economics students who may lack sufficient background in mathematical statistics, (3) topics that are covered in publicly and freely available R packages. The range of R packages influenced by Rao’s research is impressive. Dr. Rao will be 100 years old in 2020, and it is high time the Economics profession recognizes and honors his foundational contributions to econometrics.

Keywords: Regression; Cramer-Rao lower bound; Score test; Entropy methods; Rao-Blackwellization; C18; C38; C50 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s40953-020-00209-9

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