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AER (version 1.2-15)

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

44,182

Version

1.2-15

License

GPL-2 | GPL-3

Maintainer

Achim Zeileis

Last Published

June 18th, 2025

Functions in AER (1.2-15)

Dow Jones Index Data (Franses)

CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)

Dow Jones Industrial Average (DJIA) index

CartelStability

CartelStability

Properties of a Fast-Moving Consumer Good

Expenditure and Default Data

Electricity1955

Cost Function of Electricity Producers (1955, Nerlove Data)

Dutch Retail Sales Index Data

Electricity1970

Cost Function of Electricity Producers 1970

EquationCitations

Number of Equations and Citations for Evolutionary Biology Publications

Australian Health Service Utilization Data

TV and Radio Advertising Expenditures Data

US Traffic Fatalities

Fertility and Women's Labor Supply

Determinants of Economic Growth

European Energy Consumption Data

GermanUnemployment

Unemployment in Germany Data

Grunfeld's Investment Data

US General Social Survey 1974--2002

German Socio-Economic Panel 1994--2002

Determinants of Economic Growth

Gold and Silver Prices

Data and Examples from Franses (1998)

Transportation Equipment Manufacturing Data

HealthInsurance

Medical Expenditure Panel Survey Data

MSCISwitzerland

MSCI Switzerland Index

More Guns, Less Crime?

Price of Frozen Orange Juice

Data and Examples from Greene (2003)

Massachusetts Test Score Data

Home Mortgage Disclosure Act Data

Longley's Regression Data

Manufacturing Costs Data

Fixed versus Adjustable Mortgages

Motor Cycles in The Netherlands

Medicaid Utilization Data

Motor Cycles in The Netherlands

DEM/GBP Exchange Rate Returns

DEM/USD Exchange Rate Returns

PSID Earnings Data 1982

PSID Earnings Panel Data (1976--1982)

Municipal Expenditure Data

Demand for Medical Care in NMES 1988

Determinants of Murder Rates in the United States

Television Rights for Olympic Games

Economics Journal Subscription Data

House Prices in the City of Windsor, Canada

OECD Macroeconomic Data

Parade Magazine 2005 Earnings Data

Natural Gas Data

Daily NYSE Composite Index

Orange County Employment

RecreationDemand

Recreation Demand Data

Black and White Pepper Prices

Labor Force Participation Data

PhDPublications

Doctoral Publications

ProgramEffectiveness

Program Effectiveness Data

UK Manufacturing Inflation Data

Consumption of Non-Durables in the UK

Do Workplace Smoking Bans Reduce Smoking?

Project STAR: Student-Teacher Achievement Ratio

SIC33 Production Data

Gasoline Consumption Data

Travel Mode Choice Data

Trade Credit and the Money Market

Swiss Labor Market Participation Data

Are Emily and Greg More Employable Than Lakisha and Jamal?

Strike Durations

US Consumption Data (1970--1979)

US Macroeconomic Data (1950--2000, Greene)

US Macroeconomic Data (1959--1995, Baltagi)

US Consumption Data (1950--1993)

TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings

Artificial Weak Instrument Data

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

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

Methods for Instrumental-Variable Regression

Endowment Effect for Sports Cards

US Consumption Data (1940--1950)

Index of US Industrial Production

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

Technological Change Data

Instrumental-Variable Regression

WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)

StockWatson2007

Data and Examples from Stock and Watson (2007)

Cost Data for US Airlines

Tobit Regression

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

Effects of Mandatory Seat Belt Laws in the US

Dispersion Test

US Investment Data

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

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

Fitting Instrumental-Variable Regressions

California Test Score Data

Determinants of Wages Data (CPS 1985)

Benderly and Zwick Data: Inflation, Growth and Stock Returns

Bond Yield Data

Data and Examples from Baltagi (2002)

Stock and Watson CPS Data Sets

Determinants of Wages Data (CPS 1988)

Chinese Real National Income Data

Cigarette Consumption Data

Fair's Extramarital Affairs Data

Consumer Price Index in Argentina

Cigarette Consumption Panel Data

CollegeDistance

College Distance Data