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AER (version 1.1-2)

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

1.1-2

License

GPL-2

Maintainer

Achim Zeileis

Last Published

March 19th, 2009

Functions in AER (1.1-2)

USMacroSWQ

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

Dow Jones Index Data (Franses)
Affairs

Fair's Extramarital Affairs Data
PSID1976

Labor Force Participation Data
Electricity1970

Cost Function of Electricity Producers 1970
BankWages

Bank Wages
HousePrices

House Prices in the City of Windsor, Canada
SmokeBan

Do Workplace Smoking Bans Reduce Smoking?
GermanUnemployment

Unemployment in Germany Data
STAR

Project STAR: Student-Teacher Achievement Ratio
NYSESW

Daily NYSE Composite Index
CollegeDistance

College Distance Data
Longley

Longley's Regression Data
TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings
PSID1982

PSID Earnings Data 1982
CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)
MotorCycles

Motor Cycles in The Netherlands
UKInflation

UK Manufacturing Inflation Data
OECDGas

Gasoline Consumption Data
ConsumerGood

Properties of a Fast-Moving Consumer Good
CPS1985

Determinants of Wages Data (CPS 1985)
Electricity1955

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

Program Effectiveness Data
HMDA

Home Mortgage Disclosure Act Data
DutchSales

Dutch Retail Sales Index Data
MurderRates

Determinants of Murder Rates in the United States
WeakInstrument

Artificial Weak Instrument Data
TechChange

Technological Change Data
ShipAccidents

Ship Accidents
USMoney

USMoney
NaturalGas

Natural Gas Data
DutchAdvert

TV and Radio Advertising Expenditures Data
ivreg

Instrumental-Variable Regression
PepperPrice

Black and White Pepper Prices
CigarettesB

Cigarette Consumption Data
NMES1988

Demand for Medical Care in NMES 1988
USStocksSW

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

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

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

DEM/GBP Exchange Rate Returns
CPS1988

Determinants of Wages Data (CPS 1988)
SportsCards

Endowment Effect for Sports Cards
CASchools

California Test Score Data
Greene2003

Data and Examples from Greene (2003)
ChinaIncome

Chinese Real National Income Data
KleinI

Klein Model I
tobit

Tobit Regression
Journals

Economics Journal Subscription Data
dispersiontest

Dispersion Test
ResumeNames

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

More Guns, Less Crime?
Baltagi2002

Data and Examples from Baltagi (2002)
SwissLabor

Swiss Labor Market Participation Data
USMacroSW

US Macroeconomic Data (1957--2005, Stock & Watson)
USConsump1993

US Consumption Data (1950--1993)
Fatalities

US Traffic Fatalities
CreditCard

Expenditure and Default Data
Fertility

Fertility and Women's Labor Supply
USProdIndex

Index of US Industrial Production
Mortgage

Fixed versus Adjustable Mortgages
UKNonDurables

Consumption of Non-Durables in the UK
USConsump1950

US Consumption Data (1940--1950)
SIC33

SIC33 Production Data
StockWatson2007

Data and Examples from Stock and Watson (2007)
MASchools

Massachusetts Test Score Data
TradeCredit

Trade Credit and the Money Market
Medicaid1986

Medicaid Utilization Data
OECDGrowth

OECD Macroeconomic Data
OrangeCounty

Orange County Employment
USConsump1979

US Consumption Data (1970--1979)
Municipalities

Municipal Expenditure Data
StrikeDuration

Strike Durations
GrowthDJ

Determinants of Economic Growth
Parade2005

Parade Magazine 2005 Earnings Data
PhDPublications

Doctoral Publications
USInvest

US Investment Data
EuroEnergy

European Energy Consumption Data
RecreationDemand

Recreation Demand Data
USGasB

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

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

Transportation Equipment Manufacturing Data
FrozenJuice

Price of Frozen Orange Juice
MarkDollar

DEM/USD Exchange Rate Returns
CPSSW

Stock and Watson CPS Data Sets
HealthInsurance

Medical Expenditure Panel Survey Data
GrowthSW

Determinants of Economic Growth
ArgentinaCPI

Consumer Price Index in Argentina
USSeatBelts

Effects of Mandatory Seat Belt Laws in the US
TravelMode

Travel Mode Choice Data
CartelStability

CartelStability
DoctorVisits

Australian Health Service Utilization Data
OlympicTV

Television Rights for Olympic Games
summary.ivreg

Methods for Instrumental-Variable Regression
USCrudes

US Crudes Data
CigarettesSW

Cigarette Consumption Panel Data
ivreg.fit

Fitting Instrumental-Variable Regressions
USAirlines

Cost Data for US Airlines
ManufactCosts

Manufacturing Costs Data
Franses1998

Data and Examples from Franses (1998)
USMacroSWM

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

Grunfeld's Investment Data
BenderlyZwick

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

Bond Yield Data