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AER (version 1.2-12)

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

38,297

Version

1.2-12

License

GPL-2 | GPL-3

Maintainer

Achim Zeileis

Last Published

February 3rd, 2024

Functions in AER (1.2-12)

DJFranses

Dow Jones Index Data (Franses)
CigarettesSW

Cigarette Consumption Panel Data
ConsumerGood

Properties of a Fast-Moving Consumer Good
CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)
DJIA8012

Dow Jones Industrial Average (DJIA) index
EuroEnergy

European Energy Consumption Data
DutchSales

Dutch Retail Sales Index Data
Equipment

Transportation Equipment Manufacturing Data
Fatalities

US Traffic Fatalities
EquationCitations

Number of Equations and Citations for Evolutionary Biology Publications
Fertility

Fertility and Women's Labor Supply
Electricity1955

Cost Function of Electricity Producers (1955, Nerlove Data)
Electricity1970

Cost Function of Electricity Producers 1970
DoctorVisits

Australian Health Service Utilization Data
DutchAdvert

TV and Radio Advertising Expenditures Data
GSOEP9402

German Socio-Economic Panel 1994--2002
GrowthSW

Determinants of Economic Growth
Franses1998

Data and Examples from Franses (1998)
Grunfeld

Grunfeld's Investment Data
GermanUnemployment

Unemployment in Germany Data
GoldSilver

Gold and Silver Prices
GSS7402

US General Social Survey 1974--2002
FrozenJuice

Price of Frozen Orange Juice
GrowthDJ

Determinants of Economic Growth
Greene2003

Data and Examples from Greene (2003)
Journals

Economics Journal Subscription Data
HousePrices

House Prices in the City of Windsor, Canada
KleinI

Klein Model I
Longley

Longley's Regression Data
MSCISwitzerland

MSCI Switzerland Index
HMDA

Home Mortgage Disclosure Act Data
HealthInsurance

Medical Expenditure Panel Survey Data
ManufactCosts

Manufacturing Costs Data
NMES1988

Demand for Medical Care in NMES 1988
MASchools

Massachusetts Test Score Data
Guns

More Guns, Less Crime?
Municipalities

Municipal Expenditure Data
MurderRates

Determinants of Murder Rates in the United States
MotorCycles

Motor Cycles in The Netherlands
MotorCycles2

Motor Cycles in The Netherlands
Medicaid1986

Medicaid Utilization Data
NaturalGas

Natural Gas Data
OECDGas

Gasoline Consumption Data
NYSESW

Daily NYSE Composite Index
OECDGrowth

OECD Macroeconomic Data
Mortgage

Fixed versus Adjustable Mortgages
OlympicTV

Television Rights for Olympic Games
Parade2005

Parade Magazine 2005 Earnings Data
PSID1982

PSID Earnings Data 1982
PepperPrice

Black and White Pepper Prices
PSID7682

PSID Earnings Panel Data (1976--1982)
OrangeCounty

Orange County Employment
MarkDollar

DEM/USD Exchange Rate Returns
PSID1976

Labor Force Participation Data
MarkPound

DEM/GBP Exchange Rate Returns
SmokeBan

Do Workplace Smoking Bans Reduce Smoking?
SIC33

SIC33 Production Data
STAR

Project STAR: Student-Teacher Achievement Ratio
ShipAccidents

Ship Accidents
RecreationDemand

Recreation Demand Data
ProgramEffectiveness

Program Effectiveness Data
PhDPublications

Doctoral Publications
SportsCards

Endowment Effect for Sports Cards
StockWatson2007

Data and Examples from Stock and Watson (2007)
ResumeNames

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

Strike Durations
UKNonDurables

Consumption of Non-Durables in the UK
SwissLabor

Swiss Labor Market Participation Data
UKInflation

UK Manufacturing Inflation Data
TradeCredit

Trade Credit and the Money Market
USConsump1993

US Consumption Data (1950--1993)
TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings
USConsump1979

US Consumption Data (1970--1979)
TechChange

Technological Change Data
USCrudes

US Crudes Data
TravelMode

Travel Mode Choice Data
USGasB

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

US Investment Data
USGasG

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

Dispersion Test
USMacroB

US Macroeconomic Data (1959--1995, Baltagi)
WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)
USMacroG

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

Instrumental-Variable Regression
USMacroSWQ

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

Fitting Instrumental-Variable Regressions
USMoney

USMoney
USConsump1950

US Consumption Data (1940--1950)
USSeatBelts

Effects of Mandatory Seat Belt Laws in the US
USAirlines

Cost Data for US Airlines
USProdIndex

Index of US Industrial Production
summary.ivreg

Methods for Instrumental-Variable Regression
tobit

Tobit Regression
USStocksSW

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

Artificial Weak Instrument Data
USMacroSW

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

Monthly US Macroeconomic Data (1947--2004, Stock & Watson)
Baltagi2002

Data and Examples from Baltagi (2002)
BankWages

Bank Wages
CPS1985

Determinants of Wages Data (CPS 1985)
BondYield

Bond Yield Data
BenderlyZwick

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

Consumer Price Index in Argentina
CASchools

California Test Score Data
CPS1988

Determinants of Wages Data (CPS 1988)
CollegeDistance

College Distance Data
CPSSW

Stock and Watson CPS Data Sets
Affairs

Fair's Extramarital Affairs Data
ChinaIncome

Chinese Real National Income Data
CreditCard

Expenditure and Default Data
CigarettesB

Cigarette Consumption Data
CartelStability

CartelStability