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AER (version 1.0-1)

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

1.0-1

License

GPL-2

Maintainer

Achim Zeileis

Last Published

June 18th, 2025

Functions in AER (1.0-1)

PSID1976

Labor Force Participation Data
MASchools

Massachusetts Test Score Data
GermanUnemployment

Unemployment in Germany Data
Equipment

Transportation Equipment Manufacturing Data
ChinaIncome

Chinese Real National Income Data
Baltagi2002

Data and Examples from Baltagi (2002)
OECDGas

Gasoline Consumption Data
CASchools

California Test Score Data
CigarettesB

Cigarette Consumption Data
CigarettesSW

Cigarette Consumption Panel Data
OrangeCounty

Orange County Employment
NMES1988

Demand for Medical Care in NMES 1988
HMDA

Home Mortgage Disclosure Act Data
CollegeDistance

College Distance Data
KleinI

Klein Model I
CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)
Fatalities

US Traffic Fatalities
Fertility

Fertility and Women's Labor Supply
SwissLabor

Swiss Labor Market Participation Data
MarkDollar

DEM/USD Exchange Rate Returns
Electricity1970

Cost Function of Electricity Producers 1970
SIC33

SIC33 Production Data
Parade2005

Parade Magazine 2005 Earnings Data
USMacroG

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

UK Manufacturing Inflation Data
CartelStability

CartelStability
USMacroSW

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

European Energy Consumption Data
USConsump1979

US Consumption Data (1970--1979)
DutchSales

Dutch Retail Sales Index Data
Municipalities

Municipal Expenditure Data
Longley

Longley's Regression Data
StrikeDuration

Strike Durations
CPSSW

Stock and Watson CPS Data Sets
USSeatBelts

Effects of Mandatory Seat Belt Laws in the US
BondYield

Bond Yield Data
OECDGrowth

OECD Macroeconomic Data
TechChange

Technological Change Data
NaturalGas

Natural Gas Data
GrowthSW

Determinants of Economic Growth
ArgentinaCPI

Consumer Price Index in Argentina
WeakInstrument

Artificial Weak Instrument Data
BenderlyZwick

Benderly and Zwick Data: Inflation, Growth and Stock Returns
Medicaid1986

Medicaid Utilization Data
CPS1988

Determinants of Wages Data (CPS 1988)
RecreationDemand

Recreation Demand Data
USMacroSWQ

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

Daily NYSE Composite Index
Affairs

Fair's Extramarital Affairs Data
GrowthDJ

Determinants of Economic Growth
ProgramEffectiveness

Program Effectiveness Data
USInvest

US Investment Data
SportsCards

Endowment Effect for Sports Cards
CPS1985

Determinants of Wages Data (CPS 1985)
DoctorVisits

Australian Health Service Utilization Data
USGasG

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

Motor Cycles in The Netherlands
Journals

Economics Journal Subscription Data
ResumeNames

Are Emily and Greg More Employable Than Lakisha and Jamal?
StockWatson2007

Data and Examples from Stock and Watson (2007)
Greene2003

Data and Examples from Greene (2003)
MarkPound

DEM/GBP Exchange Rate Returns
Electricity1955

Cost Function of Electricity Producers (1955, Nerlove Data)
USConsump1950

US Consumption Data (1940--1950)
MurderRates

Determinants of Murder Rates in the United States
PSID1982

PSID Earnings Data 1982
Franses1998

Data and Examples from Franses (1998)
DJFranses

Dow Jones Index Data (Franses)
PepperPrice

Black and White Pepper Prices
FrozenJuice

Price of Frozen Orange Juice
ShipAccidents

Ship Accidents
Grunfeld

Grunfeld's Investment Data
PhDPublications

Doctoral Publications
Mortgage

Fixed versus Adjustable Mortgages
ivreg.fit

Fitting Instrumental-Variable Regressions
HealthInsurance

Medical Expenditure Panel Survey Data
CreditCard

Expenditure and Default Data
tobit

Tobit Regression
USAirlines

Cost Data for US Airlines
UKNonDurables

Consumption of Non-Durables in the UK
ivreg

Instrumental-Variable Regression
TravelMode

Travel Mode Choice Data
OlympicTV

Television Rights for Olympic Games
TradeCredit

Trade Credit Data
TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings
dispersiontest

Dispersion Test
USCrudes

US Crudes Data
DutchAdvert

TV and Radio Advertising Expenditures Data
Guns

More Guns, Less Crime?
BankWages

Bank Wages
ManufactCosts

Manufacturing Costs Data
USStocksSW

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

Do Workplace Smoking Bans Reduce Smoking?
summary.ivreg

Methods for Instrumental-Variable Regression
USMacroSWM

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

Properties of a Fast-Moving Consumer Good
HousePrices

House Prices in the City of Windsor, Canada
STAR

Project STAR: Student-Teacher Achievement Ratio
USConsump1993

US Consumption Data (1950--1993)
USGasB

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

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

USMoney
USProdIndex

Index of US Industrial Production