Political science researcher and blogger Drew Conway points me to a nice little document aimed at introducing R to econometricians. In 50 pages, Econometrics in R by Grant Farnsworth takes the budding R user through the basics of the R language and works through various econometric analyses, including cross-sectional regression, "special" regression types such as quantile regression, time series models and more. It's a relatively recent document [*], and so takes advantage of some of the more cutting-edge R packages, including the Rmetrics suite, ggplot2, and zoo.
I came across this resource while researching a problem I am working on, and found it very useful so I thought I share it with the group. This may be more useful for those of using R to perform analysis in the social sciences, rather than strictly as scripting language, but all users will certainly want to keep it as a reference.
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