Empirical Research in Accounting: Tools and Methods
WRDS has fantastic resources to get started using R with their data.
R: From Your Computer (RStudio)
Explains how to install and configure RStudio to connect to WRDS.
Querying WRDS Data using R
Explains how to run SQL queries to:
- list available tables in WRDS,
- see the columns in a particular table,
- pull data from a particular table, and
- join multiple tables.