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AER (version 1.1-8)

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

1.1-8

License

GPL-2

Maintainer

Achim Zeileis

Last Published

June 18th, 2011

Functions in AER (1.1-8)

Dutch Retail Sales Index Data

CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)

Fixed versus Adjustable Mortgages

Determinants of Murder Rates in the United States

Massachusetts Test Score Data

Consumption of Non-Durables in the UK

California Test Score Data

TV and Radio Advertising Expenditures Data

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

CartelStability

CartelStability

Data and Examples from Franses (1998)

US Consumption Data (1940--1950)

Price of Frozen Orange Juice

Fair's Extramarital Affairs Data

Dow Jones Index Data (Franses)

TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings

Cigarette Consumption Panel Data

More Guns, Less Crime?

Home Mortgage Disclosure Act Data

Australian Health Service Utilization Data

European Energy Consumption Data

House Prices in the City of Windsor, Canada

PSID Earnings Panel Data (1976--1982)

Fitting Instrumental-Variable Regressions

RecreationDemand

Recreation Demand Data

Instrumental-Variable Regression

Orange County Employment

Electricity1955

Cost Function of Electricity Producers (1955, Nerlove Data)

Daily NYSE Composite Index

PhDPublications

Doctoral Publications

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

Determinants of Wages Data (CPS 1988)

StockWatson2007

Data and Examples from Stock and Watson (2007)

US Macroeconomic Data (1959--1995, Baltagi)

Determinants of Wages Data (CPS 1985)

Black and White Pepper Prices

Technological Change Data

Medicaid Utilization Data

US Investment Data

Effects of Mandatory Seat Belt Laws in the US

DEM/GBP Exchange Rate Returns

SIC33 Production Data

Properties of a Fast-Moving Consumer Good

Artificial Weak Instrument Data

Fertility and Women's Labor Supply

PSID Earnings Data 1982

US Consumption Data (1970--1979)

Trade Credit and the Money Market

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

HealthInsurance

Medical Expenditure Panel Survey Data

US Macroeconomic Data (1950--2000, Greene)

Demand for Medical Care in NMES 1988

Index of US Industrial Production

Methods for Instrumental-Variable Regression

Dispersion Test

Tobit Regression

Are Emily and Greg More Employable Than Lakisha and Jamal?

Determinants of Economic Growth

Economics Journal Subscription Data

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

Longley's Regression Data

Television Rights for Olympic Games

Cost Data for US Airlines

Transportation Equipment Manufacturing Data

Bond Yield Data

Electricity1970

Cost Function of Electricity Producers 1970

GermanUnemployment

Unemployment in Germany Data

Parade Magazine 2005 Earnings Data

US General Social Survey 1974--2002

Swiss Labor Market Participation Data

US Consumption Data (1950--1993)

Consumer Price Index in Argentina

Benderly and Zwick Data: Inflation, Growth and Stock Returns

ProgramEffectiveness

Program Effectiveness Data

US Traffic Fatalities

Travel Mode Choice Data

Gasoline Consumption Data

Do Workplace Smoking Bans Reduce Smoking?

UK Manufacturing Inflation Data

German Socio-Economic Panel 1994--2002

Natural Gas Data

Stock and Watson CPS Data Sets

Strike Durations

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

Chinese Real National Income Data

DEM/USD Exchange Rate Returns

Data and Examples from Greene (2003)

Labor Force Participation Data

WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)

Manufacturing Costs Data

Motor Cycles in The Netherlands

Municipal Expenditure Data

Project STAR: Student-Teacher Achievement Ratio

Data and Examples from Baltagi (2002)

CollegeDistance

College Distance Data

Cigarette Consumption Data

Expenditure and Default Data

Determinants of Economic Growth

Grunfeld's Investment Data

OECD Macroeconomic Data

Endowment Effect for Sports Cards

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