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AER (version 1.0-0)

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 for a package overview.)

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Version

Install

install.packages('AER')

Monthly Downloads

41,165

Version

1.0-0

License

GPL-2

Maintainer

Achim Zeileis

Last Published

June 18th, 2025

Functions in AER (1.0-0)

Data and Examples from Baltagi (2002)

Dow Jones Index Data (Franses)

Grunfeld's Investment Data

Chinese Real National Income Data

US Traffic Fatalities

StockWatson2007

Data and Examples from Stock and Watson (2007)

HealthInsurance

Medical Expenditure Panel Survey Data

Massachusetts Test Score Data

Fertility and Women's Labor Supply

Natural Gas Data

DEM/GBP Exchange Rate Returns

Trade Credit Data

Consumption of Non-Durables in the UK

Consumer Price Index in Argentina

Project STAR: Student-Teacher Achievement Ratio

Swiss Labor Market Participation Data

Price of Frozen Orange Juice

UK Manufacturing Inflation Data

Determinants of Economic Growth

Cigarette Consumption Data

Properties of a Fast-Moving Consumer Good

Television Rights for Olympic Games

TV and Radio Advertising Expenditures Data

US Consumption Data (1970--1979)

Bond Yield Data

Electricity1955

Cost Function of Electricity Producers (1955, Nerlove Data)

CollegeDistance

College Distance Data

Labor Force Participation Data

Effects of Mandatory Seat Belt Laws in the US

Travel Mode Choice Data

US Investment Data

Determinants of Murder Rates in the United States

CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)

Transportation Equipment Manufacturing Data

Manufacturing Costs Data

Municipal Expenditure Data

Cost Data for US Airlines

Dispersion Test

Expenditure and Default Data

California Test Score Data

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

Australian Health Service Utilization Data

Data and Examples from Greene (2003)

Tobit Regression

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

US Macroeconomic Data (1950--2000, Greene)

Index of US Industrial Production

Motor Cycles in The Netherlands

Are Emily and Greg More Employable Than Lakisha and Jamal?

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

Stock and Watson CPS Data Sets

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

European Energy Consumption Data

US Consumption Data (1940--1950)

Methods for Instrumental-Variable Regression

CartelStability

CartelStability

House Prices in the City of Windsor, Canada

Determinants of Economic Growth

Dutch Retail Sales Index Data

OECD Macroeconomic Data

More Guns, Less Crime?

SIC33 Production Data

GermanUnemployment

Unemployment in Germany Data

Fixed versus Adjustable Mortgages

Economics Journal Subscription Data

Artificial Weak Instrument Data

Orange County Employment

US Macroeconomic Data (1959--1995, Baltagi)

Do Workplace Smoking Bans Reduce Smoking?

Benderly and Zwick Data: Inflation, Growth and Stock Returns

Determinants of Wages Data (CPS 1988)

Data and Examples from Franses (1998)

PhDPublications

Doctoral Publications

Daily NYSE Composite Index

TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings

Demand for Medical Care in NMES 1988

ProgramEffectiveness

Program Effectiveness Data

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

PSID Earnings Data 1982

Home Mortgage Disclosure Act Data

Parade Magazine 2005 Earnings Data

Determinants of Wages Data (CPS 1985)

Cigarette Consumption Panel Data

Technological Change Data

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

Fitting Instrumental-Variable Regressions

Electricity1970

Cost Function of Electricity Producers 1970

US Consumption Data (1950--1993)

Fair's Extramarital Affairs Data

Gasoline Consumption Data

Black and White Pepper Prices

Endowment Effect for Sports Cards

RecreationDemand

Recreation Demand Data

Instrumental-Variable Regression

Longley's Regression Data

DEM/USD Exchange Rate Returns

Strike Durations

Medicaid Utilization Data