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AER (version 1.1-7)

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

1.1-7

License

GPL-2

Maintainer

Achim Zeileis

Last Published

October 13th, 2010

Functions in AER (1.1-7)

Benderly and Zwick Data: Inflation, Growth and Stock Returns

Bond Yield Data

Municipal Expenditure Data

Data and Examples from Greene (2003)

Daily NYSE Composite Index

Transportation Equipment Manufacturing Data

Fixed versus Adjustable Mortgages

Determinants of Murder Rates in the United States

Instrumental-Variable Regression

Longley's Regression Data

PSID Earnings Data 1982

Methods for Instrumental-Variable Regression

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

Determinants of Wages Data (CPS 1985)

CartelStability

CartelStability

Fertility and Women's Labor Supply

Grunfeld's Investment Data

Orange County Employment

Cost Data for US Airlines

Trade Credit and the Money Market

Dow Jones Index Data (Franses)

Determinants of Wages Data (CPS 1988)

OECD Macroeconomic Data

Are Emily and Greg More Employable Than Lakisha and Jamal?

Dutch Retail Sales Index Data

Parade Magazine 2005 Earnings Data

WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)

Technological Change Data

Artificial Weak Instrument Data

Properties of a Fast-Moving Consumer Good

Data and Examples from Franses (1998)

GermanUnemployment

Unemployment in Germany Data

Consumption of Non-Durables in the UK

US General Social Survey 1974--2002

European Energy Consumption Data

CollegeDistance

College Distance Data

Motor Cycles in The Netherlands

Massachusetts Test Score Data

ProgramEffectiveness

Program Effectiveness Data

Demand for Medical Care in NMES 1988

DEM/USD Exchange Rate Returns

Fair's Extramarital Affairs Data

RecreationDemand

Recreation Demand Data

CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)

Project STAR: Student-Teacher Achievement Ratio

Data and Examples from Baltagi (2002)

Determinants of Economic Growth

Consumer Price Index in Argentina

PSID Earnings Panel Data (1976--1982)

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

Home Mortgage Disclosure Act Data

Medicaid Utilization Data

US Macroeconomic Data (1959--1995, Baltagi)

California Test Score Data

US Consumption Data (1940--1950)

Dispersion Test

US Macroeconomic Data (1950--2000, Greene)

UK Manufacturing Inflation Data

Tobit Regression

Fitting Instrumental-Variable Regressions

Cigarette Consumption Data

Manufacturing Costs Data

Television Rights for Olympic Games

Do Workplace Smoking Bans Reduce Smoking?

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

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

Price of Frozen Orange Juice

Labor Force Participation Data

HealthInsurance

Medical Expenditure Panel Survey Data

House Prices in the City of Windsor, Canada

Natural Gas Data

Travel Mode Choice Data

StockWatson2007

Data and Examples from Stock and Watson (2007)

Black and White Pepper Prices

Index of US Industrial Production

US Consumption Data (1970--1979)

TV and Radio Advertising Expenditures Data

Gasoline Consumption Data

Swiss Labor Market Participation Data

PhDPublications

Doctoral Publications

DEM/GBP Exchange Rate Returns

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

Expenditure and Default Data

Strike Durations

Stock and Watson CPS Data Sets

Cigarette Consumption Panel Data

Electricity1955

Cost Function of Electricity Producers (1955, Nerlove Data)

US Traffic Fatalities

German Socio-Economic Panel 1994--2002

Determinants of Economic Growth

Economics Journal Subscription Data

More Guns, Less Crime?

SIC33 Production Data

Endowment Effect for Sports Cards

TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings

US Investment Data

Effects of Mandatory Seat Belt Laws in the US

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

Chinese Real National Income Data

Electricity1970

Cost Function of Electricity Producers 1970

US Consumption Data (1950--1993)

Australian Health Service Utilization Data