Jeff Racine and Rob Hyndman, "Using R to Teach Econometrics", Journal of
Applied Econometrics, Vol. 17, No. 2, 2002, pp. 149-174.

The file examples.R contains all the examples from this review. The file
examples.out was generated by running all commands contained in this file
using R version 1.3.1 (11/2/01, J. Racine)

In addition, individual examples and their output are included in the files

  boston.R
  lm.R
  matrix.R
  nls.R
  probit.R
  ts.R
  tseries.R

and

  boston.out
  lm.out
  matrix.out
  nls.out
  probit.out
  ts.out
  tseries.out

The file run_R is a shell script that calls R to process each of the example
files.

Professor J. S. Racine         Phone:  (813) 974-6555
Department of Economics        FAX:    (813) 974-6510
University of South Florida    e-mail: jracine@coba.usf.edu
Tampa, Florida, USA 33620-5500

http://nonlin.bsn.usf.edu/racine.html