I have often been approached with questions such as this. I would have known the person and his background in economics, statistics/econometrics, linear algebra, and mathematics. I would also have known or asked why he wanted to proceed in this way and what he hoped to achieve. The lists below are long but I would hope that you find something there that is useful.
I know of three modern introductions to econometrics that are accompanied by R companions.
Michael R Jonas has already mentioned Wooldridge (2019), Introductory Econometrics: A Modern Approach, 7th ed, South-Western College Publishing, and the R companion available at http://www.urfie.net.
Stock and Watson (2019), Introduction to Econometrics, Pearson, and https://www.econometrics-with-r.org/
Brooks (2019), Introductory econometrics for finance, CUP and the R Guide for Introductory Econometrics for Finance available in kindle format from Amazon or in pdf from the publisher (guide is free from both sources.
https://scpoecon.github.io/ScPoEconometrics/ is an introduction to econometrics with R taught to second-year undergraduates.
Kleiber and Zeileis (2008), Applied Econometrics with R, Springer
The first three books cover an undergraduate introduction to econometrics. I found item 5 very useful but you probably need to have a good knowledge of econometric theory to take full advantage of it.
There are also various graduate textbooks on time series analysis, panel data analysis, and various other aspects of econometrics.
Econometrics is often taught as a series of recipes. e.g. estimate the following expression using OLS, without an explanation of the importance of the underlying economic theory. Causality is often inferred from tests of significance without an understanding of how the statistical tests depend on the underlying economic theory. The ideas of tests of hypotheses and p-values are often not understood. The books below are attempts to explain what can be achieved by statistical/econometric analysis and how to avoid false conclusions.
Huntington Klein (2022), The Edge An Introduction to Research Design and Causality, CRC Press. R code is used throughout the book. An online version is available at https://theeffectbook.net/.
Edge (2019), Statistical Thinking from scratch, Oxford deals with the simple regression model and adds considerably to an understanding of the various tests and recipes that are used in econometrics without using advanced mathematics.
Cunningham (2021) Causal Inference: The Mixtape, Yale. has examples in R and Stata. This is a little more advanced than 1 and 2.
Hirschauer, Gruner et al. (2022), Fundamentals of Statistical Inference, Springer. This book should be compulsory reading for all econometricians and applied statisticians (and anyone doing statistical analysis. In particular, the coverage of testing hypotheses and p-values is essential reading. It is written in a very accessible form. (It does not contain any R examples)
If you want to get an overview of the use of R for econometrics look at the econometrics and time series task views at https://cran.r-project.org/
Paulinho, I don't know how familiar you are with R. If you aren't you should start with very general introductory material. Let's say an introductory manual to R, like the first you'll find at:
https://cran.r-project.org/ Then look for some general statistics. I have none. Finally a manual for econometrics, such as the following: https://www.econometrics-with-r.org/ https://scpoecon.github.io/ScPoEconometrics/ Good luck.
For time series econometrics in R, I would recommend this book: "Forecasting: Principles and Practice" by Rob J Hyndman and George Athanasopoulos. It is freely available online. You can follow this link to get more information: https://otexts.com/fpp2/
La bibliografia es abundante, lo interesante es entenderla, porqué sale o positiva o negativa. Cuando es positiva, estadisticamente te indica que las variables que las estas asociando, ojo: no funcionalizando, se acoplan en razón directamente proporcional; es decir, suben las dos a la par, o, bajan las dos a la par. Por el contrario, cuando te da un valor negativo,está asociado es opuesta, o van en dirección contraria: al aumentar una, la otra disminuye, o, viciversa: se asocian en razón inversamente proporcional. En ambos casos, su valor absoluto (dejando de lado su particular signo) si se acerca a 1 o 100%, i dice una significativa o fuerte asociación. Si se acerca a cero, o 0%, es lo contrario, prácticamente no hay asociativas. En este último caso los datos forman una nube casi redonda y es casi imposible detectar la presencia de una figura lineal. También si te da una nube de forma de una línea muy ancha o gruesa o gorrita, significa que esa asociación o positiva o negativa contienen datos extremos a la par (por ejemplo, 10 con 20 te da promedio 15. Entonces este 15 no te explica lo que ocurre, porque la mitad de tus datos dicen que tu rendimiento es malo; y, la otra mitad te dice que es excelente. Y, tu media te dice que "eres bueno"). Lo ideal es una "nube" de datos que vislumbran un "flechita" o línea recta ni muy delgada (problema de autocorrelacion), ni mu gorrita (problema de heterocedasticidad). Suerte.
Introduction to Econometrics with R is an interactive script in the style of a reproducible research report which aims to provide students with a platform-independent e-learning arrangement by seamlessly intertwining theoretical core knowledge and empirical skills in undergraduate econometrics