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AER (version 1.2-9)

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

1.2-9

License

GPL-2 | GPL-3

Maintainer

Last Published

February 6th, 2020

Functions in AER (1.2-9)

DJFranses

Dow Jones Index Data (Franses)
Fatalities

US Traffic Fatalities
ChinaIncome

Chinese Real National Income Data
DJIA8012

Dow Jones Industrial Average (DJIA) index
DoctorVisits

Australian Health Service Utilization Data
CigarettesB

Cigarette Consumption Data
DutchAdvert

TV and Radio Advertising Expenditures Data
Fertility

Fertility and Women's Labor Supply
GermanUnemployment

Unemployment in Germany Data
GoldSilver

Gold and Silver Prices
Franses1998

Data and Examples from Franses (1998)
CPS1988

Determinants of Wages Data (CPS 1988)
HealthInsurance

Medical Expenditure Panel Survey Data
MotorCycles

Motor Cycles in The Netherlands
MotorCycles2

Motor Cycles in The Netherlands
FrozenJuice

Price of Frozen Orange Juice
HousePrices

House Prices in the City of Windsor, Canada
BenderlyZwick

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

Dutch Retail Sales Index Data
NaturalGas

Natural Gas Data
CPSSW

Stock and Watson CPS Data Sets
CreditCard

Expenditure and Default Data
ConsumerGood

Properties of a Fast-Moving Consumer Good
Journals

Economics Journal Subscription Data
RecreationDemand

Recreation Demand Data
USMacroSWM

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

Index of US Industrial Production
USMacroSW

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

Strike Durations
SwissLabor

Swiss Labor Market Participation Data
Electricity1955

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

Klein Model I
OECDGas

Gasoline Consumption Data
Greene2003

Data and Examples from Greene (2003)
ResumeNames

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

Bond Yield Data
USSeatBelts

Effects of Mandatory Seat Belt Laws in the US
NMES1988

Demand for Medical Care in NMES 1988
CartelStability

CartelStability
CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)
GrowthDJ

Determinants of Economic Growth
Guns

More Guns, Less Crime?
HMDA

Home Mortgage Disclosure Act Data
Medicaid1986

Medicaid Utilization Data
PSID1982

PSID Earnings Data 1982
NYSESW

Daily NYSE Composite Index
Parade2005

Parade Magazine 2005 Earnings Data
PSID7682

PSID Earnings Panel Data (1976--1982)
GrowthSW

Determinants of Economic Growth
PepperPrice

Black and White Pepper Prices
EquationCitations

Number of Equations and Citations for Evolutionary Biology Publications
Mortgage

Fixed versus Adjustable Mortgages
Electricity1970

Cost Function of Electricity Producers 1970
UKNonDurables

Consumption of Non-Durables in the UK
Grunfeld

Grunfeld's Investment Data
ShipAccidents

Ship Accidents
SmokeBan

Do Workplace Smoking Bans Reduce Smoking?
StockWatson2007

Data and Examples from Stock and Watson (2007)
SportsCards

Endowment Effect for Sports Cards
UKInflation

UK Manufacturing Inflation Data
TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings
Longley

Longley's Regression Data
USConsump1979

US Consumption Data (1970--1979)
MASchools

Massachusetts Test Score Data
MarkDollar

DEM/USD Exchange Rate Returns
USConsump1993

US Consumption Data (1950--1993)
ivreg.fit

Fitting Instrumental-Variable Regressions
MarkPound

DEM/GBP Exchange Rate Returns
TechChange

Technological Change Data
ivreg

Instrumental-Variable Regression
SIC33

SIC33 Production Data
USGasB

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

OECD Macroeconomic Data
STAR

Project STAR: Student-Teacher Achievement Ratio
OlympicTV

Television Rights for Olympic Games
USCrudes

US Crudes Data
Equipment

Transportation Equipment Manufacturing Data
CigarettesSW

Cigarette Consumption Panel Data
CASchools

California Test Score Data
GSOEP9402

German Socio-Economic Panel 1994--2002
EuroEnergy

European Energy Consumption Data
WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)
CPS1985

Determinants of Wages Data (CPS 1985)
CollegeDistance

College Distance Data
GSS7402

US General Social Survey 1974--2002
MSCISwitzerland

MSCI Switzerland Index
TradeCredit

Trade Credit and the Money Market
USMacroB

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

Manufacturing Costs Data
TravelMode

Travel Mode Choice Data
USMacroG

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

Determinants of Murder Rates in the United States
WeakInstrument

Artificial Weak Instrument Data
Municipalities

Municipal Expenditure Data
USStocksSW

Monthly US Stock Returns (1931--2002, Stock \& Watson)
PSID1976

Labor Force Participation Data
OrangeCounty

Orange County Employment
PhDPublications

Doctoral Publications
dispersiontest

Dispersion Test
USAirlines

Cost Data for US Airlines
ProgramEffectiveness

Program Effectiveness Data
USConsump1950

US Consumption Data (1940--1950)
USInvest

US Investment Data
USMacroSWQ

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

USMoney
summary.ivreg

Methods for Instrumental-Variable Regression
USGasG

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

Tobit Regression
Baltagi2002

Data and Examples from Baltagi (2002)
BankWages

Bank Wages
Affairs

Fair's Extramarital Affairs Data
ArgentinaCPI

Consumer Price Index in Argentina