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AER (version 0.2-1)

Applied Econometrics with R

Description

Functions, data sets, examples and vignettes for the book Christian Kleiber and Achim Zeileis (2008), Applied Econometrics with R, Springer-Verlag, New York.

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Version

Install

install.packages('AER')

Monthly Downloads

41,165

Version

0.2-1

License

GPL-2

Maintainer

Achim Zeileis

Last Published

June 18th, 2025

Functions in AER (0.2-1)

Transportation Equipment Manufacturing Data

Cigarette Consumption Panel Data

GermanUnemployment

Unemployment in Germany Data

Longley's Regression Data

Trade Credit Data

Gasoline Consumption Data

Motor Cycles in The Netherlands

Dutch Retail Sales Index Data

PSID Earnings Data 1982

Benderly and Zwick Data: Inflation, Growth and Stock Returns

Instrumental-Variable Regression

Strike Durations

Municipal Expenditure Data

Cost Data for US Airlines

TV and Radio Advertising Expenditures Data

Travel Mode Choice Data

US Macroeconomic Data (1959--1995, Baltagi)

Fertility and Women's Labor Supply

Artificial Weak Instrument Data

SIC33 Production Data

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

US Traffic Fatalities

Dow Jones Index Data (Franses)

Price of Frozen Orange Juice

Index of US Industrial Production

Data and Examples from Franses (1998)

California Test Score Data

CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)

Cigarette Consumption Data

US Consumption Data (1940--1950)

Australian Health Service Utilization Data

Stock and Watson CPS Data Sets

DEM/USD Exchange Rate Returns

Expenditure and Default Data

Grunfeld's Investment Data

Determinants of Murder Rates in the United States

Manufacturing Costs Data

Medicaid Utilization Data

Orange County Employment

Chinese Real National Income Data

OECD Macroeconomic Data

Fitting Intrumental-Variable Regressions

Electricity1970

Cost Function of Electricity Producers 1970

DEM/GBP Exchange Rate Returns

Fair's Extramarital Affairs Data

Are Emily and Greg More Employable Than Lakisha and Jamal?

Data and Examples from Greene (2003)

Fixed versus Adjustable Mortgages

European Energy Consumption Data

UK Manufacturing Inflation Data

Home Mortgage Disclosure Act Data

Endowment Effect for Sports Cards

Natural Gas Data

RecreationDemand

Recreation Demand Data

US Consumption Data (1970--1979)

Black and White Pepper Prices

StockWatson2007

Data and Examples from Stock and Watson (2007)

Do Workplace Smoking Bans Reduce Smoking?

Methods for Intrumental-Variable Regression

US Macroeconomic Data (1950--2000, Greene)

Bond Yield Data

US Consumption Data (1950--1993)

Determinants of Economic Growth

HealthInsurance

Medical Expenditure Panel Survey Data

Television Rights for Olympic Games

Determinants of Wages Data (CPS 1985)

ProgramEffectiveness

Program Effectiveness Data

PhDPublications

Doctoral Publications

Demand for Medical Care in NMES 1988

Tobit Regression

Effects of Mandatory Seat Belt Laws in the US

TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings

Labor Force Participation Data

Consumption of Non-Durables in the UK

Project STAR: Student-Teacher Achievement Ratio

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

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

Data and Examples from Baltagi (2002)

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

Swiss Labor Market Participation Data

Electricity1955

Cost Function of Electricity Producers (1955, Nerlove Data)

Technological Change Data

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

Determinants of Wages Data (CPS 1988)

US Investment Data

CartelStability

CartelStability

Economics Journal Subscription Data

Consumer Price Index in Argentina

Determinants of Economic Growth

More Guns, Less Crime?

Dispersion Test

Massachusetts Test Score Data

Daily NYSE Composite Index

CollegeDistance

College Distance Data

House Prices in the City of Windsor, Canada

Parade Magazine 2005 Earnings Data

Properties of a Fast-Moving Consumer Good

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