We all know how much of a pain it is the install a new version of R because it loses all previously downloaded packages. This is where " task views" come into play. You can download and install all econometrics related packages by simply installing the "Econometrics" task view (see related link on the right for a list of the packages).
This is how you do it:
1. install package "ctv"
2. Type in the GUI:
That's it. It will take a little while!
Note for the spatial people: the task view "Econometrics" does not include spdep