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AER (version 1.2-14)

Applied Econometrics with R

Description

Functions, data sets, examples, demos, and vignettes for the book Christian Kleiber and Achim Zeileis (2008), Applied Econometrics with R, Springer-Verlag, New York. ISBN 978-0-387-77316-2. (See the vignette "AER" for a package overview.)

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Install

install.packages('AER')

Monthly Downloads

49,760

Version

1.2-14

License

GPL-2 | GPL-3

Maintainer

Last Published

September 28th, 2024

Functions in AER (1.2-14)

CollegeDistance

College Distance Data
ChinaIncome

Chinese Real National Income Data
CartelStability

CartelStability
DJFranses

Dow Jones Index Data (Franses)
CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)
CigarettesSW

Cigarette Consumption Panel Data
CreditCard

Expenditure and Default Data
EquationCitations

Number of Equations and Citations for Evolutionary Biology Publications
DoctorVisits

Australian Health Service Utilization Data
Electricity1970

Cost Function of Electricity Producers 1970
DutchSales

Dutch Retail Sales Index Data
DJIA8012

Dow Jones Industrial Average (DJIA) index
Electricity1955

Cost Function of Electricity Producers (1955, Nerlove Data)
Equipment

Transportation Equipment Manufacturing Data
EuroEnergy

European Energy Consumption Data
GrowthDJ

Determinants of Economic Growth
Fatalities

US Traffic Fatalities
Fertility

Fertility and Women's Labor Supply
Greene2003

Data and Examples from Greene (2003)
Franses1998

Data and Examples from Franses (1998)
Longley

Longley's Regression Data
HMDA

Home Mortgage Disclosure Act Data
Guns

More Guns, Less Crime?
MASchools

Massachusetts Test Score Data
FrozenJuice

Price of Frozen Orange Juice
GermanUnemployment

Unemployment in Germany Data
NYSESW

Daily NYSE Composite Index
GoldSilver

Gold and Silver Prices
NMES1988

Demand for Medical Care in NMES 1988
GrowthSW

Determinants of Economic Growth
Grunfeld

Grunfeld's Investment Data
OECDGrowth

OECD Macroeconomic Data
PSID1976

Labor Force Participation Data
OrangeCounty

Orange County Employment
MotorCycles2

Motor Cycles in The Netherlands
MotorCycles

Motor Cycles in The Netherlands
Parade2005

Parade Magazine 2005 Earnings Data
MarkPound

DEM/GBP Exchange Rate Returns
PepperPrice

Black and White Pepper Prices
ManufactCosts

Manufacturing Costs Data
MSCISwitzerland

MSCI Switzerland Index
NaturalGas

Natural Gas Data
MarkDollar

DEM/USD Exchange Rate Returns
HealthInsurance

Medical Expenditure Panel Survey Data
OECDGas

Gasoline Consumption Data
HousePrices

House Prices in the City of Windsor, Canada
ShipAccidents

Ship Accidents
SportsCards

Endowment Effect for Sports Cards
RecreationDemand

Recreation Demand Data
StockWatson2007

Data and Examples from Stock and Watson (2007)
ResumeNames

Are Emily and Greg More Employable Than Lakisha and Jamal?
ProgramEffectiveness

Program Effectiveness Data
UKInflation

UK Manufacturing Inflation Data
OlympicTV

Television Rights for Olympic Games
PhDPublications

Doctoral Publications
UKNonDurables

Consumption of Non-Durables in the UK
USAirlines

Cost Data for US Airlines
USConsump1950

US Consumption Data (1940--1950)
GSOEP9402

German Socio-Economic Panel 1994--2002
USMacroB

US Macroeconomic Data (1959--1995, Baltagi)
DutchAdvert

TV and Radio Advertising Expenditures Data
USMacroSWM

Monthly US Macroeconomic Data (1947--2004, Stock & Watson)
USMacroSW

US Macroeconomic Data (1957--2005, Stock & Watson)
SmokeBan

Do Workplace Smoking Bans Reduce Smoking?
Medicaid1986

Medicaid Utilization Data
Municipalities

Municipal Expenditure Data
KleinI

Klein Model I
PSID7682

PSID Earnings Panel Data (1976--1982)
GSS7402

US General Social Survey 1974--2002
MurderRates

Determinants of Murder Rates in the United States
USMacroG

US Macroeconomic Data (1950--2000, Greene)
PSID1982

PSID Earnings Data 1982
Mortgage

Fixed versus Adjustable Mortgages
Journals

Economics Journal Subscription Data
dispersiontest

Dispersion Test
WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)
tobit

Tobit Regression
summary.ivreg

Methods for Instrumental-Variable Regression
ivreg.fit

Fitting Instrumental-Variable Regressions
ivreg

Instrumental-Variable Regression
USCrudes

US Crudes Data
USGasB

US Gasoline Market Data (1950--1987, Baltagi)
STAR

Project STAR: Student-Teacher Achievement Ratio
USMoney

USMoney
USSeatBelts

Effects of Mandatory Seat Belt Laws in the US
USMacroSWQ

Quarterly US Macroeconomic Data (1947--2004, Stock & Watson)
StrikeDuration

Strike Durations
SwissLabor

Swiss Labor Market Participation Data
TradeCredit

Trade Credit and the Money Market
USConsump1979

US Consumption Data (1970--1979)
USProdIndex

Index of US Industrial Production
TechChange

Technological Change Data
SIC33

SIC33 Production Data
USConsump1993

US Consumption Data (1950--1993)
TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings
USGasG

US Gasoline Market Data (1960--1995, Greene)
USInvest

US Investment Data
USStocksSW

Monthly US Stock Returns (1931--2002, Stock & Watson)
TravelMode

Travel Mode Choice Data
WeakInstrument

Artificial Weak Instrument Data
CPS1988

Determinants of Wages Data (CPS 1988)
BankWages

Bank Wages
CPSSW

Stock and Watson CPS Data Sets
CASchools

California Test Score Data
BondYield

Bond Yield Data
BenderlyZwick

Benderly and Zwick Data: Inflation, Growth and Stock Returns
Baltagi2002

Data and Examples from Baltagi (2002)
ConsumerGood

Properties of a Fast-Moving Consumer Good
CigarettesB

Cigarette Consumption Data
CPS1985

Determinants of Wages Data (CPS 1985)
ArgentinaCPI

Consumer Price Index in Argentina
Affairs

Fair's Extramarital Affairs Data