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AER (version 1.1-6)

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

1.1-6

License

GPL-2

Maintainer

Achim Zeileis

Last Published

July 29th, 2010

Functions in AER (1.1-6)

HealthInsurance

Medical Expenditure Panel Survey Data
CPS1988

Determinants of Wages Data (CPS 1988)
GSOEP9402

German Socio-Economic Panel 1994--2002
Electricity1955

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

Dutch Retail Sales Index Data
NMES1988

Demand for Medical Care in NMES 1988
OECDGrowth

OECD Macroeconomic Data
OECDGas

Gasoline Consumption Data
GSS7402

US General Social Survey 1974--2002
PSID7682

PSID Earnings Panel Data (1976--1982)
Greene2003

Data and Examples from Greene (2003)
PSID1982

PSID Earnings Data 1982
FrozenJuice

Price of Frozen Orange Juice
BenderlyZwick

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

Orange County Employment
STAR

Project STAR: Student-Teacher Achievement Ratio
Parade2005

Parade Magazine 2005 Earnings Data
CreditCard

Expenditure and Default Data
USConsump1950

US Consumption Data (1940--1950)
MarkDollar

DEM/USD Exchange Rate Returns
Journals

Economics Journal Subscription Data
USGasG

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

Swiss Labor Market Participation Data
Longley

Longley's Regression Data
USConsump1993

US Consumption Data (1950--1993)
StockWatson2007

Data and Examples from Stock and Watson (2007)
DoctorVisits

Australian Health Service Utilization Data
USMacroSWQ

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

Technological Change Data
BankWages

Bank Wages
Fertility

Fertility and Women's Labor Supply
USProdIndex

Index of US Industrial Production
USConsump1979

US Consumption Data (1970--1979)
CPSSW

Stock and Watson CPS Data Sets
EuroEnergy

European Energy Consumption Data
UKNonDurables

Consumption of Non-Durables in the UK
Medicaid1986

Medicaid Utilization Data
CollegeDistance

College Distance Data
USMacroSWM

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

Determinants of Economic Growth
PhDPublications

Doctoral Publications
HMDA

Home Mortgage Disclosure Act Data
HousePrices

House Prices in the City of Windsor, Canada
MarkPound

DEM/GBP Exchange Rate Returns
PepperPrice

Black and White Pepper Prices
Electricity1970

Cost Function of Electricity Producers 1970
CigarettesSW

Cigarette Consumption Panel Data
SportsCards

Endowment Effect for Sports Cards
tobit

Tobit Regression
CigarettesB

Cigarette Consumption Data
ManufactCosts

Manufacturing Costs Data
ivreg

Instrumental-Variable Regression
ConsumerGood

Properties of a Fast-Moving Consumer Good
Franses1998

Data and Examples from Franses (1998)
Fatalities

US Traffic Fatalities
TravelMode

Travel Mode Choice Data
USMacroSW

US Macroeconomic Data (1957--2005, Stock & Watson)
WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)
RecreationDemand

Recreation Demand Data
CartelStability

CartelStability
summary.ivreg

Methods for Instrumental-Variable Regression
Equipment

Transportation Equipment Manufacturing Data
TradeCredit

Trade Credit and the Money Market
PSID1976

Labor Force Participation Data
NYSESW

Daily NYSE Composite Index
USInvest

US Investment Data
ProgramEffectiveness

Program Effectiveness Data
USMoney

USMoney
Affairs

Fair's Extramarital Affairs Data
BondYield

Bond Yield Data
WeakInstrument

Artificial Weak Instrument Data
MurderRates

Determinants of Murder Rates in the United States
Baltagi2002

Data and Examples from Baltagi (2002)
Grunfeld

Grunfeld's Investment Data
ShipAccidents

Ship Accidents
MASchools

Massachusetts Test Score Data
ResumeNames

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

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

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

Dispersion Test
GrowthDJ

Determinants of Economic Growth
MotorCycles

Motor Cycles in The Netherlands
StrikeDuration

Strike Durations
USSeatBelts

Effects of Mandatory Seat Belt Laws in the US
ivreg.fit

Fitting Instrumental-Variable Regressions
USStocksSW

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

California Test Score Data
Guns

More Guns, Less Crime?
NaturalGas

Natural Gas Data
CPS1985

Determinants of Wages Data (CPS 1985)
ChinaIncome

Chinese Real National Income Data
TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings
USCrudes

US Crudes Data
UKInflation

UK Manufacturing Inflation Data
Mortgage

Fixed versus Adjustable Mortgages
KleinI

Klein Model I
USAirlines

Cost Data for US Airlines
USMacroB

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

Do Workplace Smoking Bans Reduce Smoking?
GermanUnemployment

Unemployment in Germany Data
ArgentinaCPI

Consumer Price Index in Argentina
CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)
DutchAdvert

TV and Radio Advertising Expenditures Data
OlympicTV

Television Rights for Olympic Games
DJFranses

Dow Jones Index Data (Franses)
Municipalities

Municipal Expenditure Data
SIC33

SIC33 Production Data