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AER (version 1.2-0)

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

1.2-0

License

GPL-2

Maintainer

Achim Zeileis

Last Published

October 1st, 2013

Functions in AER (1.2-0)

GSS7402

US General Social Survey 1974--2002
CreditCard

Expenditure and Default Data
HousePrices

House Prices in the City of Windsor, Canada
HMDA

Home Mortgage Disclosure Act Data
NYSESW

Daily NYSE Composite Index
CPS1988

Determinants of Wages Data (CPS 1988)
Greene2003

Data and Examples from Greene (2003)
TechChange

Technological Change Data
USMacroG

US Macroeconomic Data (1950--2000, Greene)
Electricity1955

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

Grunfeld's Investment Data
STAR

Project STAR: Student-Teacher Achievement Ratio
USAirlines

Cost Data for US Airlines
ivreg

Instrumental-Variable Regression
Medicaid1986

Medicaid Utilization Data
PSID1976

Labor Force Participation Data
Fertility

Fertility and Women's Labor Supply
TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings
USGasB

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

Doctoral Publications
RecreationDemand

Recreation Demand Data
EquationCitations

Number of Equations and Citations for Evolutionary Biology Publications
OECDGrowth

OECD Macroeconomic Data
ChinaIncome

Chinese Real National Income Data
Guns

More Guns, Less Crime?
CigarettesB

Cigarette Consumption Data
CigarettesSW

Cigarette Consumption Panel Data
MarkDollar

DEM/USD Exchange Rate Returns
MurderRates

Determinants of Murder Rates in the United States
ArgentinaCPI

Consumer Price Index in Argentina
USMacroSW

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

Dow Jones Index Data (Franses)
Fatalities

US Traffic Fatalities
GrowthDJ

Determinants of Economic Growth
BenderlyZwick

Benderly and Zwick Data: Inflation, Growth and Stock Returns
StockWatson2007

Data and Examples from Stock and Watson (2007)
Equipment

Transportation Equipment Manufacturing Data
DutchAdvert

TV and Radio Advertising Expenditures Data
GrowthSW

Determinants of Economic Growth
OrangeCounty

Orange County Employment
OECDGas

Gasoline Consumption Data
SportsCards

Endowment Effect for Sports Cards
PSID1982

PSID Earnings Data 1982
TravelMode

Travel Mode Choice Data
FrozenJuice

Price of Frozen Orange Juice
UKInflation

UK Manufacturing Inflation Data
PepperPrice

Black and White Pepper Prices
USMoney

USMoney
Parade2005

Parade Magazine 2005 Earnings Data
USConsump1950

US Consumption Data (1940--1950)
USGasG

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

Trade Credit and the Money Market
SmokeBan

Do Workplace Smoking Bans Reduce Smoking?
dispersiontest

Dispersion Test
CASchools

California Test Score Data
Journals

Economics Journal Subscription Data
KleinI

Klein Model I
NaturalGas

Natural Gas Data
USMacroSWM

Monthly US Macroeconomic Data (1947--2004, Stock & Watson)
WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)
CPS1985

Determinants of Wages Data (CPS 1985)
CartelStability

CartelStability
CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)
GermanUnemployment

Unemployment in Germany Data
Baltagi2002

Data and Examples from Baltagi (2002)
DoctorVisits

Australian Health Service Utilization Data
NMES1988

Demand for Medical Care in NMES 1988
SwissLabor

Swiss Labor Market Participation Data
USInvest

US Investment Data
StrikeDuration

Strike Durations
tobit

Tobit Regression
Franses1998

Data and Examples from Franses (1998)
USCrudes

US Crudes Data
USMacroSWQ

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

US Macroeconomic Data (1959--1995, Baltagi)
PSID7682

PSID Earnings Panel Data (1976--1982)
USStocksSW

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

Artificial Weak Instrument Data
USSeatBelts

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

Methods for Instrumental-Variable Regression
Mortgage

Fixed versus Adjustable Mortgages
BondYield

Bond Yield Data
MotorCycles

Motor Cycles in The Netherlands
MarkPound

DEM/GBP Exchange Rate Returns
CollegeDistance

College Distance Data
ResumeNames

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

Properties of a Fast-Moving Consumer Good
GSOEP9402

German Socio-Economic Panel 1994--2002
Electricity1970

Cost Function of Electricity Producers 1970
Affairs

Fair's Extramarital Affairs Data
CPSSW

Stock and Watson CPS Data Sets
HealthInsurance

Medical Expenditure Panel Survey Data
Longley

Longley's Regression Data
BankWages

Bank Wages
MASchools

Massachusetts Test Score Data
SIC33

SIC33 Production Data
ManufactCosts

Manufacturing Costs Data
USConsump1979

US Consumption Data (1970--1979)
USProdIndex

Index of US Industrial Production
DutchSales

Dutch Retail Sales Index Data
ProgramEffectiveness

Program Effectiveness Data
UKNonDurables

Consumption of Non-Durables in the UK
ShipAccidents

Ship Accidents
OlympicTV

Television Rights for Olympic Games
ivreg.fit

Fitting Instrumental-Variable Regressions
EuroEnergy

European Energy Consumption Data
Municipalities

Municipal Expenditure Data
USConsump1993

US Consumption Data (1950--1993)