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AER (version 0.9-0)

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. (Table of contents: 1. Introduction, 2. Basics, 3. Linear Regression, 4. Diagnostics and Alternative Methods of Regression, 5. Models of Microeconometrics, 6. Time Series, 7. Programming Your Own Analysis)

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Version

Install

install.packages('AER')

Monthly Downloads

41,165

Version

0.9-0

License

GPL-2

Maintainer

Achim Zeileis

Last Published

June 18th, 2025

Functions in AER (0.9-0)

UK Manufacturing Inflation Data

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

Stock and Watson CPS Data Sets

Dutch Retail Sales Index Data

California Test Score Data

Data and Examples from Franses (1998)

Home Mortgage Disclosure Act Data

Cigarette Consumption Data

Data and Examples from Greene (2003)

Data and Examples from Baltagi (2002)

Dow Jones Index Data (Franses)

Massachusetts Test Score Data

Natural Gas Data

Fair's Extramarital Affairs Data

Demand for Medical Care in NMES 1988

Properties of a Fast-Moving Consumer Good

Longley's Regression Data

Economics Journal Subscription Data

RecreationDemand

Recreation Demand Data

Grunfeld's Investment Data

Medicaid Utilization Data

Bond Yield Data

Determinants of Wages Data (CPS 1985)

CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)

CartelStability

CartelStability

HealthInsurance

Medical Expenditure Panel Survey Data

Project STAR: Student-Teacher Achievement Ratio

Daily NYSE Composite Index

Electricity1970

Cost Function of Electricity Producers 1970

European Energy Consumption Data

Australian Health Service Utilization Data

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

DEM/USD Exchange Rate Returns

Benderly and Zwick Data: Inflation, Growth and Stock Returns

Determinants of Economic Growth

Expenditure and Default Data

Municipal Expenditure Data

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

PhDPublications

Doctoral Publications

Parade Magazine 2005 Earnings Data

Television Rights for Olympic Games

Determinants of Wages Data (CPS 1988)

Determinants of Murder Rates in the United States

Strike Durations

Endowment Effect for Sports Cards

Manufacturing Costs Data

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

Gasoline Consumption Data

TV and Radio Advertising Expenditures Data

US Consumption Data (1970--1979)

Transportation Equipment Manufacturing Data

Consumption of Non-Durables in the UK

Fixed versus Adjustable Mortgages

StockWatson2007

Data and Examples from Stock and Watson (2007)

Swiss Labor Market Participation Data

US Macroeconomic Data (1950--2000, Greene)

Electricity1955

Cost Function of Electricity Producers (1955, Nerlove Data)

Index of US Industrial Production

Trade Credit Data

ProgramEffectiveness

Program Effectiveness Data

US Traffic Fatalities

US Investment Data

Price of Frozen Orange Juice

Dispersion Test

Fertility and Women's Labor Supply

PSID Earnings Data 1982

Consumer Price Index in Argentina

TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings

Tobit Regression

Black and White Pepper Prices

Labor Force Participation Data

Effects of Mandatory Seat Belt Laws in the US

Chinese Real National Income Data

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

US Consumption Data (1950--1993)

Cigarette Consumption Panel Data

More Guns, Less Crime?

GermanUnemployment

Unemployment in Germany Data

Cost Data for US Airlines

Methods for Intrumental-Variable Regression

Travel Mode Choice Data

Artificial Weak Instrument Data

US Consumption Data (1940--1950)

DEM/GBP Exchange Rate Returns

US Macroeconomic Data (1959--1995, Baltagi)

Fitting Intrumental-Variable Regressions

Do Workplace Smoking Bans Reduce Smoking?

Are Emily and Greg More Employable Than Lakisha and Jamal?

Orange County Employment

SIC33 Production Data

Instrumental-Variable Regression

Technological Change Data

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

OECD Macroeconomic Data

CollegeDistance

College Distance Data

House Prices in the City of Windsor, Canada

Determinants of Economic Growth

Motor Cycles in The Netherlands