Quandl and R

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I haven’t taught econometrics for over a year now, but the next time I do, I’ll be using Quandl!  Quandl is a repository of data: “when a user clicks on a dataset on Quandl, the Quandl engine goes to the original publisher of that data, retrieves the freshest version of that data, and presents it to the user.”  There’s a lot of data online, but it’s really nice that they’ve aggregated so much here and made it extremely easy to access.

They have a nice R package that hooks into the Quandl API, allowing you to seamlessly (once you have your authentication token) import data direct from their servers – circumventing one of the major issues for new R users – importing and getting the data structured correctly.

They’ve provided an extremely brief “econometrics” tutorial and their own R cheat sheet.


By | 2016-10-15T05:47:43+00:00 November 7th, 2013|R, Teaching|0 Comments

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