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AER (version 1.2-17)

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

47,742

Version

1.2-17

License

GPL-2 | GPL-3

Maintainer

Achim Zeileis

Last Published

July 11th, 2026

Functions in AER (1.2-17)

Chinese Real National Income Data

CartelStability

CartelStability

Cigarette Consumption Data

Dow Jones Industrial Average (DJIA) index

Dow Jones Index Data (Franses)

Australian Health Service Utilization Data

Dutch Retail Sales Index Data

EquationCitations

Number of Equations and Citations for Evolutionary Biology Publications

Electricity1970

Cost Function of Electricity Producers 1970

US Traffic Fatalities

TV and Radio Advertising Expenditures Data

Fertility and Women's Labor Supply

European Energy Consumption Data

Electricity1955

Cost Function of Electricity Producers (1955, Nerlove Data)

Transportation Equipment Manufacturing Data

GermanUnemployment

Unemployment in Germany Data

US General Social Survey 1974--2002

Determinants of Economic Growth

German Socio-Economic Panel 1994--2002

Data and Examples from Franses (1998)

Grunfeld's Investment Data

Price of Frozen Orange Juice

Data and Examples from Greene (2003)

Determinants of Economic Growth

Gold and Silver Prices

Home Mortgage Disclosure Act Data

HealthInsurance

Medical Expenditure Panel Survey Data

More Guns, Less Crime?

Economics Journal Subscription Data

Longley's Regression Data

Manufacturing Costs Data

House Prices in the City of Windsor, Canada

MSCISwitzerland

MSCI Switzerland Index

Massachusetts Test Score Data

Motor Cycles in The Netherlands

Daily NYSE Composite Index

Determinants of Murder Rates in the United States

Demand for Medical Care in NMES 1988

Medicaid Utilization Data

Fixed versus Adjustable Mortgages

Municipal Expenditure Data

DEM/GBP Exchange Rate Returns

Motor Cycles in The Netherlands

DEM/USD Exchange Rate Returns

Orange County Employment

Parade Magazine 2005 Earnings Data

Natural Gas Data

Black and White Pepper Prices

Gasoline Consumption Data

Television Rights for Olympic Games

OECD Macroeconomic Data

Labor Force Participation Data

PSID Earnings Data 1982

PSID Earnings Panel Data (1976--1982)

Endowment Effect for Sports Cards

PhDPublications

Doctoral Publications

ProgramEffectiveness

Program Effectiveness Data

StockWatson2007

Data and Examples from Stock and Watson (2007)

Are Emily and Greg More Employable Than Lakisha and Jamal?

SIC33 Production Data

Do Workplace Smoking Bans Reduce Smoking?

Project STAR: Student-Teacher Achievement Ratio

RecreationDemand

Recreation Demand Data

Swiss Labor Market Participation Data

Strike Durations

Travel Mode Choice Data

Trade Credit and the Money Market

UK Manufacturing Inflation Data

Technological Change Data

Cost Data for US Airlines

US Consumption Data (1940--1950)

TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings

Consumption of Non-Durables in the UK

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

US Investment Data

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

US Macroeconomic Data (1950--2000, Greene)

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

US Consumption Data (1950--1993)

US Consumption Data (1970--1979)

US Macroeconomic Data (1959--1995, Baltagi)

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

Fitting Instrumental-Variable Regressions

Instrumental-Variable Regression

Artificial Weak Instrument Data

Dispersion Test

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

Index of US Industrial Production

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

WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)

Effects of Mandatory Seat Belt Laws in the US

Methods for Instrumental-Variable Regression

Tobit Regression

Stock and Watson CPS Data Sets

Benderly and Zwick Data: Inflation, Growth and Stock Returns

Bond Yield Data

Fair's Extramarital Affairs Data

Data and Examples from Baltagi (2002)

Determinants of Wages Data (CPS 1988)

Consumer Price Index in Argentina

Determinants of Wages Data (CPS 1985)

Cigarette Consumption Panel Data

CollegeDistance

College Distance Data

California Test Score Data

Properties of a Fast-Moving Consumer Good

CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)

Expenditure and Default Data