Cigar

a panel of 46 observations from 1963 to 1992

datasets

A set of estimators for models and (robust) covariance matrices, and tests for panel data
econometrics, including within/fixed effects, random effects, between, first-difference,
nested random effects as well as instrumental-variable (IV) and Hausman-Taylor-style models,
panel generalized method of moments (GMM) and general FGLS models,
mean groups (MG), demeaned MG, and common correlated effects (CCEMG) and pooled (CCEP) estimators
with common factors, variable coefficients and limited dependent variables models.
Test functions include model specification, serial correlation, cross-sectional dependence,
panel unit root and panel Granger (non-)causality. Typical references are general econometrics
text books such as Baltagi (2021), Econometric Analysis of Panel Data (<doi:10.1007/978-3-030-53953-5>),
Hsiao (2014), Analysis of Panel Data (<doi:10.1017/CBO9781139839327>), and Croissant and Millo (2018),
Panel Data Econometrics with R (<doi:10.1002/9781119504641>).

Kevin Tappe

Linear Models for Panel Data

Yves Croissant

Giovanni Millo

Ott Toomet

Christian Kleiber

Achim Zeileis

Arne Henningsen

Liviu Andronic

Nina Schoenfelder

Cigar function

A data frame containing :<dl>
<dt>state</dt>
<dd>state abbreviation</dd><dt>year</dt>
<dd>the year</dd><dt>price</dt>
<dd>price per pack of cigarettes</dd><dt>pop</dt>
<dd>population</dd><dt>pop16</dt>
<dd>population above the age of 16</dd><dt>cpi</dt>
<dd>consumer price index (1983=100)</dd><dt>ndi</dt>
<dd>per capita disposable income</dd><dt>sales</dt>
<dd>cigarette sales in packs per capita</dd><dt>pimin</dt>
<dd>minimum price in adjoining states per pack of cigarettes</dd>
</dl>

Format

Cigarette Consumption — Cigar

A data frame containing :<dl>
<dt>state</dt>
<dd>state abbreviation</dd>

<dt>year</dt>
<dd>the year</dd>

<dt>price</dt>
<dd>price per pack of cigarettes</dd>

<dt>pop</dt>
<dd>population</dd>

<dt>pop16</dt>
<dd>population above the age of 16</dd>

<dt>cpi</dt>
<dd>consumer price index (1983=100)</dd>

<dt>ndi</dt>
<dd>per capita disposable income</dd>

<dt>sales</dt>
<dd>cigarette sales in packs per capita</dd>

<dt>pimin</dt>
<dd>minimum price in adjoining states per pack of cigarettes</dd>


</dl>

Cigarette Consumption

Cigar: Cigarette Consumption

Description

Arguments

Format

Details

References