On Sat, 1 Aug 2009, Thiemo Fetzer wrote:

Dear Group,

I am an economics student starting with PhD work in London. As preparation I
would like to get to know R a little bit better. For Stata there are tons of
books, however, can you recommend a book for R?

Of course, I have to recommend our book

  Kleiber & Zeileis, Applied Econometrics with R, Springer.
  http://www.springer.com/978-0-387-77316-2
  http://CRAN.R-project.org/package=AER

You can grab the preface and intro chapters in the "Sample pages" on Springer's page to get an impression.

There is also Rick Vinod's book

  Vinod, Hands-On Intermediate Econometrics Using R, World Scientific.
  http://www.worldscibooks.com/economics/6895.html

And somewhat more specialized is Bernhard Pfaff's

  Pfaff, Analysis of Integrated and Cointegrated Time Series with R,
  Springer.
  http://www.springer.com/978-0-387-75966-1

You might find further useful information on the econometrics task view:
  http://CRAN.R-project.org/view=Econometrics

And finally there was also a JSS special volume on "Econometrics in R" last year:
  http://www.jstatsoft.org/v27/

Best,
Z

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