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AER (version 1.2-13)

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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Version

Install

install.packages('AER')

Monthly Downloads

49,760

Version

1.2-13

License

GPL-2 | GPL-3

Maintainer

Last Published

September 4th, 2024

Functions in AER (1.2-13)

CigarettesSW

Cigarette Consumption Panel Data
CreditCard

Expenditure and Default Data
ConsumerGood

Properties of a Fast-Moving Consumer Good
CollegeDistance

College Distance Data
ChinaIncome

Chinese Real National Income Data
CigarettesB

Cigarette Consumption Data
DJFranses

Dow Jones Index Data (Franses)
DJIA8012

Dow Jones Industrial Average (DJIA) index
CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)
CartelStability

CartelStability
DoctorVisits

Australian Health Service Utilization Data
DutchAdvert

TV and Radio Advertising Expenditures Data
Electricity1970

Cost Function of Electricity Producers 1970
EquationCitations

Number of Equations and Citations for Evolutionary Biology Publications
Fatalities

US Traffic Fatalities
Fertility

Fertility and Women's Labor Supply
DutchSales

Dutch Retail Sales Index Data
Electricity1955

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

European Energy Consumption Data
Equipment

Transportation Equipment Manufacturing Data
GrowthSW

Determinants of Economic Growth
GermanUnemployment

Unemployment in Germany Data
GSOEP9402

German Socio-Economic Panel 1994--2002
FrozenJuice

Price of Frozen Orange Juice
Franses1998

Data and Examples from Franses (1998)
GSS7402

US General Social Survey 1974--2002
Grunfeld

Grunfeld's Investment Data
Greene2003

Data and Examples from Greene (2003)
GrowthDJ

Determinants of Economic Growth
GoldSilver

Gold and Silver Prices
HMDA

Home Mortgage Disclosure Act Data
MSCISwitzerland

MSCI Switzerland Index
HealthInsurance

Medical Expenditure Panel Survey Data
Longley

Longley's Regression Data
MASchools

Massachusetts Test Score Data
ManufactCosts

Manufacturing Costs Data
HousePrices

House Prices in the City of Windsor, Canada
Journals

Economics Journal Subscription Data
Guns

More Guns, Less Crime?
MotorCycles

Motor Cycles in The Netherlands
KleinI

Klein Model I
MarkPound

DEM/GBP Exchange Rate Returns
Medicaid1986

Medicaid Utilization Data
MarkDollar

DEM/USD Exchange Rate Returns
Municipalities

Municipal Expenditure Data
MurderRates

Determinants of Murder Rates in the United States
NYSESW

Daily NYSE Composite Index
OlympicTV

Television Rights for Olympic Games
OECDGrowth

OECD Macroeconomic Data
NMES1988

Demand for Medical Care in NMES 1988
Mortgage

Fixed versus Adjustable Mortgages
PSID1976

Labor Force Participation Data
Parade2005

Parade Magazine 2005 Earnings Data
OrangeCounty

Orange County Employment
PepperPrice

Black and White Pepper Prices
PSID1982

PSID Earnings Data 1982
PSID7682

PSID Earnings Panel Data (1976--1982)
OECDGas

Gasoline Consumption Data
MotorCycles2

Motor Cycles in The Netherlands
NaturalGas

Natural Gas Data
ShipAccidents

Ship Accidents
SportsCards

Endowment Effect for Sports Cards
STAR

Project STAR: Student-Teacher Achievement Ratio
SIC33

SIC33 Production Data
StockWatson2007

Data and Examples from Stock and Watson (2007)
RecreationDemand

Recreation Demand Data
ResumeNames

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

Doctoral Publications
ProgramEffectiveness

Program Effectiveness Data
USAirlines

Cost Data for US Airlines
SmokeBan

Do Workplace Smoking Bans Reduce Smoking?
TradeCredit

Trade Credit and the Money Market
USConsump1950

US Consumption Data (1940--1950)
StrikeDuration

Strike Durations
TravelMode

Travel Mode Choice Data
SwissLabor

Swiss Labor Market Participation Data
TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings
TechChange

Technological Change Data
USConsump1993

US Consumption Data (1950--1993)
USConsump1979

US Consumption Data (1970--1979)
USMacroB

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

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

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

US Investment Data
USGasB

US Gasoline Market Data (1950--1987, Baltagi)
WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)
USCrudes

US Crudes Data
USStocksSW

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

Index of US Industrial Production
USMacroSWQ

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

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

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

USMoney
ivreg

Instrumental-Variable Regression
UKInflation

UK Manufacturing Inflation Data
UKNonDurables

Consumption of Non-Durables in the UK
USSeatBelts

Effects of Mandatory Seat Belt Laws in the US
WeakInstrument

Artificial Weak Instrument Data
ivreg.fit

Fitting Instrumental-Variable Regressions
summary.ivreg

Methods for Instrumental-Variable Regression
tobit

Tobit Regression
dispersiontest

Dispersion Test
CPS1985

Determinants of Wages Data (CPS 1985)
BenderlyZwick

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

Bank Wages
CASchools

California Test Score Data
CPSSW

Stock and Watson CPS Data Sets
BondYield

Bond Yield Data
ArgentinaCPI

Consumer Price Index in Argentina
CPS1988

Determinants of Wages Data (CPS 1988)
Affairs

Fair's Extramarital Affairs Data
Baltagi2002

Data and Examples from Baltagi (2002)