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AER (version 1.2-10)

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 "AER" for a package overview.)

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Version

Install

install.packages('AER')

Monthly Downloads

45,312

Version

1.2-10

License

GPL-2 | GPL-3

Maintainer

Achim Zeileis

Last Published

June 14th, 2022

Functions in AER (1.2-10)

Fair's Extramarital Affairs Data

Consumer Price Index in Argentina

Determinants of Wages Data (CPS 1988)

Bond Yield Data

Determinants of Wages Data (CPS 1985)

Data and Examples from Baltagi (2002)

California Test Score Data

Benderly and Zwick Data: Inflation, Growth and Stock Returns

Stock and Watson CPS Data Sets

Chinese Real National Income Data

Cigarette Consumption Panel Data

US Traffic Fatalities

Grunfeld's Investment Data

Gold and Silver Prices

Fertility and Women's Labor Supply

GermanUnemployment

Unemployment in Germany Data

Longley's Regression Data

Cigarette Consumption Data

Dow Jones Industrial Average (DJIA) index

Determinants of Economic Growth

CollegeDistance

College Distance Data

Dow Jones Index Data (Franses)

Dutch Retail Sales Index Data

CartelStability

CartelStability

More Guns, Less Crime?

Massachusetts Test Score Data

CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)

Australian Health Service Utilization Data

Properties of a Fast-Moving Consumer Good

Economics Journal Subscription Data

European Energy Consumption Data

Transportation Equipment Manufacturing Data

PhDPublications

Doctoral Publications

Black and White Pepper Prices

Parade Magazine 2005 Earnings Data

Expenditure and Default Data

TV and Radio Advertising Expenditures Data

Electricity1970

Cost Function of Electricity Producers 1970

Motor Cycles in The Netherlands

Labor Force Participation Data

German Socio-Economic Panel 1994--2002

EquationCitations

Number of Equations and Citations for Evolutionary Biology Publications

Orange County Employment

US General Social Survey 1974--2002

Motor Cycles in The Netherlands

Data and Examples from Greene (2003)

Home Mortgage Disclosure Act Data

Medicaid Utilization Data

Electricity1955

Cost Function of Electricity Producers (1955, Nerlove Data)

Strike Durations

Swiss Labor Market Participation Data

DEM/GBP Exchange Rate Returns

Price of Frozen Orange Juice

Data and Examples from Franses (1998)

DEM/USD Exchange Rate Returns

OECD Macroeconomic Data

SIC33 Production Data

Gasoline Consumption Data

Natural Gas Data

ProgramEffectiveness

Program Effectiveness Data

Fixed versus Adjustable Mortgages

US Investment Data

Are Emily and Greg More Employable Than Lakisha and Jamal?

RecreationDemand

Recreation Demand Data

Television Rights for Olympic Games

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

Determinants of Economic Growth

House Prices in the City of Windsor, Canada

Trade Credit and the Money Market

Travel Mode Choice Data

HealthInsurance

Medical Expenditure Panel Survey Data

MSCISwitzerland

MSCI Switzerland Index

Artificial Weak Instrument Data

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

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

Manufacturing Costs Data

Demand for Medical Care in NMES 1988

Determinants of Murder Rates in the United States

Municipal Expenditure Data

UK Manufacturing Inflation Data

Consumption of Non-Durables in the UK

Project STAR: Student-Teacher Achievement Ratio

TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings

Technological Change Data

WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)

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

US Macroeconomic Data (1950--2000, Greene)

Instrumental-Variable Regression

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

US Macroeconomic Data (1959--1995, Baltagi)

Fitting Instrumental-Variable Regressions

PSID Earnings Data 1982

Daily NYSE Composite Index

PSID Earnings Panel Data (1976--1982)

Endowment Effect for Sports Cards

StockWatson2007

Data and Examples from Stock and Watson (2007)

Cost Data for US Airlines

Dispersion Test

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

Do Workplace Smoking Bans Reduce Smoking?

US Consumption Data (1940--1950)

US Consumption Data (1970--1979)

US Consumption Data (1950--1993)

Effects of Mandatory Seat Belt Laws in the US

Tobit Regression

Index of US Industrial Production

Methods for Instrumental-Variable Regression