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AER (version 1.1-1)

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

1.1-1

License

GPL-2

Maintainer

Achim Zeileis

Last Published

June 18th, 2025

Functions in AER (1.1-1)

US Investment Data

Manufacturing Costs Data

CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)

Price of Frozen Orange Juice

US Consumption Data (1970--1979)

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

US Macroeconomic Data (1959--1995, Baltagi)

California Test Score Data

Parade Magazine 2005 Earnings Data

Dow Jones Index Data (Franses)

Natural Gas Data

Demand for Medical Care in NMES 1988

Technological Change Data

Longley's Regression Data

Swiss Labor Market Participation Data

Grunfeld's Investment Data

StockWatson2007

Data and Examples from Stock and Watson (2007)

Consumption of Non-Durables in the UK

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

Instrumental-Variable Regression

CollegeDistance

College Distance Data

Dutch Retail Sales Index Data

Trade Credit and the Money Market

Project STAR: Student-Teacher Achievement Ratio

Benderly and Zwick Data: Inflation, Growth and Stock Returns

Data and Examples from Baltagi (2002)

Home Mortgage Disclosure Act Data

Determinants of Murder Rates in the United States

Bond Yield Data

Transportation Equipment Manufacturing Data

US Consumption Data (1940--1950)

TV and Radio Advertising Expenditures Data

Fitting Instrumental-Variable Regressions

Data and Examples from Franses (1998)

Daily NYSE Composite Index

Economics Journal Subscription Data

Expenditure and Default Data

Methods for Instrumental-Variable Regression

Black and White Pepper Prices

GermanUnemployment

Unemployment in Germany Data

Municipal Expenditure Data

PSID Earnings Data 1982

Do Workplace Smoking Bans Reduce Smoking?

Electricity1955

Cost Function of Electricity Producers (1955, Nerlove Data)

Endowment Effect for Sports Cards

HealthInsurance

Medical Expenditure Panel Survey Data

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

PhDPublications

Doctoral Publications

House Prices in the City of Windsor, Canada

RecreationDemand

Recreation Demand Data

Fertility and Women's Labor Supply

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

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

Tobit Regression

Strike Durations

Index of US Industrial Production

Chinese Real National Income Data

Effects of Mandatory Seat Belt Laws in the US

Cigarette Consumption Data

Determinants of Wages Data (CPS 1985)

Properties of a Fast-Moving Consumer Good

Consumer Price Index in Argentina

Determinants of Wages Data (CPS 1988)

Determinants of Economic Growth

Australian Health Service Utilization Data

CartelStability

CartelStability

US Traffic Fatalities

More Guns, Less Crime?

Fair's Extramarital Affairs Data

Determinants of Economic Growth

ProgramEffectiveness

Program Effectiveness Data

Data and Examples from Greene (2003)

Gasoline Consumption Data

SIC33 Production Data

Dispersion Test

Medicaid Utilization Data

UK Manufacturing Inflation Data

Electricity1970

Cost Function of Electricity Producers 1970

Cost Data for US Airlines

US Macroeconomic Data (1950--2000, Greene)

Motor Cycles in The Netherlands

Cigarette Consumption Panel Data

Labor Force Participation Data

Orange County Employment

Travel Mode Choice Data

Massachusetts Test Score Data

Stock and Watson CPS Data Sets

DEM/GBP Exchange Rate Returns

Television Rights for Olympic Games

Artificial Weak Instrument Data

European Energy Consumption Data

DEM/USD Exchange Rate Returns

Fixed versus Adjustable Mortgages

OECD Macroeconomic Data

Are Emily and Greg More Employable Than Lakisha and Jamal?

TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings

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

US Consumption Data (1950--1993)