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AER (version 1.1-3)

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

1.1-3

License

GPL-2

Maintainer

Achim Zeileis

Last Published

May 21st, 2009

Functions in AER (1.1-3)

CigarettesSW

Cigarette Consumption Panel Data
KleinI

Klein Model I
TechChange

Technological Change Data
CollegeDistance

College Distance Data
CreditCard

Expenditure and Default Data
summary.ivreg

Methods for Instrumental-Variable Regression
Electricity1970

Cost Function of Electricity Producers 1970
Baltagi2002

Data and Examples from Baltagi (2002)
Guns

More Guns, Less Crime?
Parade2005

Parade Magazine 2005 Earnings Data
RecreationDemand

Recreation Demand Data
HousePrices

House Prices in the City of Windsor, Canada
ManufactCosts

Manufacturing Costs Data
SIC33

SIC33 Production Data
CPS1988

Determinants of Wages Data (CPS 1988)
CartelStability

CartelStability
DoctorVisits

Australian Health Service Utilization Data
UKInflation

UK Manufacturing Inflation Data
DJFranses

Dow Jones Index Data (Franses)
SwissLabor

Swiss Labor Market Participation Data
TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings
NMES1988

Demand for Medical Care in NMES 1988
PSID7682

PSID Earnings Panel Data (1976--1982)
GrowthDJ

Determinants of Economic Growth
CASchools

California Test Score Data
ConsumerGood

Properties of a Fast-Moving Consumer Good
Electricity1955

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

Natural Gas Data
StrikeDuration

Strike Durations
ShipAccidents

Ship Accidents
USAirlines

Cost Data for US Airlines
OlympicTV

Television Rights for Olympic Games
Fertility

Fertility and Women's Labor Supply
UKNonDurables

Consumption of Non-Durables in the UK
MASchools

Massachusetts Test Score Data
SmokeBan

Do Workplace Smoking Bans Reduce Smoking?
USProdIndex

Index of US Industrial Production
CPSSW

Stock and Watson CPS Data Sets
HMDA

Home Mortgage Disclosure Act Data
EuroEnergy

European Energy Consumption Data
Grunfeld

Grunfeld's Investment Data
MarkDollar

DEM/USD Exchange Rate Returns
FrozenJuice

Price of Frozen Orange Juice
Municipalities

Municipal Expenditure Data
STAR

Project STAR: Student-Teacher Achievement Ratio
StockWatson2007

Data and Examples from Stock and Watson (2007)
MurderRates

Determinants of Murder Rates in the United States
Journals

Economics Journal Subscription Data
USConsump1993

US Consumption Data (1950--1993)
USMacroG

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

Doctoral Publications
Greene2003

Data and Examples from Greene (2003)
OECDGrowth

OECD Macroeconomic Data
USMacroSW

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

Cigarette Consumption Data
TravelMode

Travel Mode Choice Data
USStocksSW

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

Determinants of Economic Growth
CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)
CPS1985

Determinants of Wages Data (CPS 1985)
USConsump1979

US Consumption Data (1970--1979)
USMacroB

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

Daily NYSE Composite Index
USInvest

US Investment Data
USSeatBelts

Effects of Mandatory Seat Belt Laws in the US
USGasB

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

Dispersion Test
USMacroSWM

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

Bond Yield Data
PSID1976

Labor Force Participation Data
BankWages

Bank Wages
OECDGas

Gasoline Consumption Data
TradeCredit

Trade Credit and the Money Market
PepperPrice

Black and White Pepper Prices
ResumeNames

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

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

Program Effectiveness Data
USConsump1950

US Consumption Data (1940--1950)
Franses1998

Data and Examples from Franses (1998)
BenderlyZwick

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

Chinese Real National Income Data
Longley

Longley's Regression Data
Mortgage

Fixed versus Adjustable Mortgages
OrangeCounty

Orange County Employment
WeakInstrument

Artificial Weak Instrument Data
GermanUnemployment

Unemployment in Germany Data
HealthInsurance

Medical Expenditure Panel Survey Data
MarkPound

DEM/GBP Exchange Rate Returns
SportsCards

Endowment Effect for Sports Cards
Medicaid1986

Medicaid Utilization Data
USGasG

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

Dutch Retail Sales Index Data
DutchAdvert

TV and Radio Advertising Expenditures Data
tobit

Tobit Regression
Equipment

Transportation Equipment Manufacturing Data
MotorCycles

Motor Cycles in The Netherlands
USCrudes

US Crudes Data
ivreg.fit

Fitting Instrumental-Variable Regressions
Affairs

Fair's Extramarital Affairs Data
ArgentinaCPI

Consumer Price Index in Argentina
Fatalities

US Traffic Fatalities
PSID1982

PSID Earnings Data 1982
USMoney

USMoney
ivreg

Instrumental-Variable Regression