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AER (version 1.1-5)

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

1.1-5

License

GPL-2

Maintainer

Achim Zeileis

Last Published

June 21st, 2010

Functions in AER (1.1-5)

GrowthDJ

Determinants of Economic Growth
CPS1985

Determinants of Wages Data (CPS 1985)
MurderRates

Determinants of Murder Rates in the United States
CartelStability

CartelStability
Equipment

Transportation Equipment Manufacturing Data
ManufactCosts

Manufacturing Costs Data
USMacroB

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

Daily NYSE Composite Index
BondYield

Bond Yield Data
DJFranses

Dow Jones Index Data (Franses)
ArgentinaCPI

Consumer Price Index in Argentina
HMDA

Home Mortgage Disclosure Act Data
ConsumerGood

Properties of a Fast-Moving Consumer Good
DutchAdvert

TV and Radio Advertising Expenditures Data
Journals

Economics Journal Subscription Data
Electricity1955

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

Orange County Employment
Longley

Longley's Regression Data
Fertility

Fertility and Women's Labor Supply
Baltagi2002

Data and Examples from Baltagi (2002)
Medicaid1986

Medicaid Utilization Data
StrikeDuration

Strike Durations
DutchSales

Dutch Retail Sales Index Data
CigarettesB

Cigarette Consumption Data
GrowthSW

Determinants of Economic Growth
MarkDollar

DEM/USD Exchange Rate Returns
ResumeNames

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

Grunfeld's Investment Data
TravelMode

Travel Mode Choice Data
EuroEnergy

European Energy Consumption Data
USMacroSWM

Monthly US Macroeconomic Data (1947--2004, Stock & Watson)
GSS7402

US General Social Survey 1974--2002
Parade2005

Parade Magazine 2005 Earnings Data
GermanUnemployment

Unemployment in Germany Data
MASchools

Massachusetts Test Score Data
PepperPrice

Black and White Pepper Prices
PSID1982

PSID Earnings Data 1982
summary.ivreg

Methods for Instrumental-Variable Regression
CigarettesSW

Cigarette Consumption Panel Data
SportsCards

Endowment Effect for Sports Cards
SwissLabor

Swiss Labor Market Participation Data
USAirlines

Cost Data for US Airlines
PhDPublications

Doctoral Publications
OlympicTV

Television Rights for Olympic Games
CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)
TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings
TechChange

Technological Change Data
ivreg

Instrumental-Variable Regression
PSID1976

Labor Force Participation Data
NaturalGas

Natural Gas Data
WeakInstrument

Artificial Weak Instrument Data
ProgramEffectiveness

Program Effectiveness Data
USCrudes

US Crudes Data
USInvest

US Investment Data
BankWages

Bank Wages
USMacroSWQ

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

Stock and Watson CPS Data Sets
KleinI

Klein Model I
ivreg.fit

Fitting Instrumental-Variable Regressions
UKInflation

UK Manufacturing Inflation Data
ChinaIncome

Chinese Real National Income Data
BenderlyZwick

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

Project STAR: Student-Teacher Achievement Ratio
USGasB

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

USMoney
USProdIndex

Index of US Industrial Production
OECDGas

Gasoline Consumption Data
Mortgage

Fixed versus Adjustable Mortgages
RecreationDemand

Recreation Demand Data
ShipAccidents

Ship Accidents
CASchools

California Test Score Data
PSID7682

PSID Earnings Panel Data (1976--1982)
Fatalities

US Traffic Fatalities
Electricity1970

Cost Function of Electricity Producers 1970
WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)
MarkPound

DEM/GBP Exchange Rate Returns
CreditCard

Expenditure and Default Data
DoctorVisits

Australian Health Service Utilization Data
Franses1998

Data and Examples from Franses (1998)
StockWatson2007

Data and Examples from Stock and Watson (2007)
USStocksSW

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

Price of Frozen Orange Juice
OECDGrowth

OECD Macroeconomic Data
CPS1988

Determinants of Wages Data (CPS 1988)
Greene2003

Data and Examples from Greene (2003)
Affairs

Fair's Extramarital Affairs Data
USMacroG

US Macroeconomic Data (1950--2000, Greene)
SIC33

SIC33 Production Data
SmokeBan

Do Workplace Smoking Bans Reduce Smoking?
UKNonDurables

Consumption of Non-Durables in the UK
USGasG

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

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

US Consumption Data (1950--1993)
CollegeDistance

College Distance Data
Municipalities

Municipal Expenditure Data
Guns

More Guns, Less Crime?
USConsump1979

US Consumption Data (1970--1979)
USSeatBelts

Effects of Mandatory Seat Belt Laws in the US
TradeCredit

Trade Credit and the Money Market
USConsump1950

US Consumption Data (1940--1950)
tobit

Tobit Regression
NMES1988

Demand for Medical Care in NMES 1988
HousePrices

House Prices in the City of Windsor, Canada
HealthInsurance

Medical Expenditure Panel Survey Data
MotorCycles

Motor Cycles in The Netherlands
dispersiontest

Dispersion Test
GSOEP9402

German Socio-Economic Panel 1994--2002