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AER (version 1.2-2)

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

1.2-2

License

GPL-2

Maintainer

Achim Zeileis

Last Published

January 28th, 2014

Functions in AER (1.2-2)

DutchAdvert

TV and Radio Advertising Expenditures Data
Guns

More Guns, Less Crime?
MotorCycles

Motor Cycles in The Netherlands
SIC33

SIC33 Production Data
OlympicTV

Television Rights for Olympic Games
USGasG

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

Gasoline Consumption Data
Journals

Economics Journal Subscription Data
USMacroB

US Macroeconomic Data (1959--1995, Baltagi)
USConsump1993

US Consumption Data (1950--1993)
USConsump1950

US Consumption Data (1940--1950)
USMacroG

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

Fixed versus Adjustable Mortgages
STAR

Project STAR: Student-Teacher Achievement Ratio
CASchools

California Test Score Data
USMoney

USMoney
Affairs

Fair's Extramarital Affairs Data
PSID7682

PSID Earnings Panel Data (1976--1982)
Greene2003

Data and Examples from Greene (2003)
USConsump1979

US Consumption Data (1970--1979)
ArgentinaCPI

Consumer Price Index in Argentina
CPS1985

Determinants of Wages Data (CPS 1985)
CigarettesSW

Cigarette Consumption Panel Data
HMDA

Home Mortgage Disclosure Act Data
FrozenJuice

Price of Frozen Orange Juice
CPSSW

Stock and Watson CPS Data Sets
Franses1998

Data and Examples from Franses (1998)
PepperPrice

Black and White Pepper Prices
OrangeCounty

Orange County Employment
OECDGrowth

OECD Macroeconomic Data
NaturalGas

Natural Gas Data
SwissLabor

Swiss Labor Market Participation Data
SportsCards

Endowment Effect for Sports Cards
KleinI

Klein Model I
USCrudes

US Crudes Data
USGasB

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

Trade Credit and the Money Market
USSeatBelts

Effects of Mandatory Seat Belt Laws in the US
CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)
Medicaid1986

Medicaid Utilization Data
Parade2005

Parade Magazine 2005 Earnings Data
ChinaIncome

Chinese Real National Income Data
RecreationDemand

Recreation Demand Data
PhDPublications

Doctoral Publications
DutchSales

Dutch Retail Sales Index Data
EuroEnergy

European Energy Consumption Data
GrowthSW

Determinants of Economic Growth
ManufactCosts

Manufacturing Costs Data
CollegeDistance

College Distance Data
BankWages

Bank Wages
StockWatson2007

Data and Examples from Stock and Watson (2007)
Electricity1970

Cost Function of Electricity Producers 1970
USMacroSWQ

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

Medical Expenditure Panel Survey Data
GSOEP9402

German Socio-Economic Panel 1994--2002
USAirlines

Cost Data for US Airlines
CartelStability

CartelStability
WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)
summary.ivreg

Methods for Instrumental-Variable Regression
Fertility

Fertility and Women's Labor Supply
GermanUnemployment

Unemployment in Germany Data
MASchools

Massachusetts Test Score Data
WeakInstrument

Artificial Weak Instrument Data
USStocksSW

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

Fitting Instrumental-Variable Regressions
Baltagi2002

Data and Examples from Baltagi (2002)
Electricity1955

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

Australian Health Service Utilization Data
HousePrices

House Prices in the City of Windsor, Canada
Fatalities

US Traffic Fatalities
GrowthDJ

Determinants of Economic Growth
BenderlyZwick

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

DEM/USD Exchange Rate Returns
CPS1988

Determinants of Wages Data (CPS 1988)
Municipalities

Municipal Expenditure Data
UKNonDurables

Consumption of Non-Durables in the UK
GSS7402

US General Social Survey 1974--2002
PSID1976

Labor Force Participation Data
USInvest

US Investment Data
ProgramEffectiveness

Program Effectiveness Data
StrikeDuration

Strike Durations
USMacroSW

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

Impact of Beauty on Instructor's Teaching Ratings
DJFranses

Dow Jones Index Data (Franses)
CreditCard

Expenditure and Default Data
Equipment

Transportation Equipment Manufacturing Data
NYSESW

Daily NYSE Composite Index
Grunfeld

Grunfeld's Investment Data
ShipAccidents

Ship Accidents
MurderRates

Determinants of Murder Rates in the United States
MarkPound

DEM/GBP Exchange Rate Returns
TechChange

Technological Change Data
PSID1982

PSID Earnings Data 1982
SmokeBan

Do Workplace Smoking Bans Reduce Smoking?
dispersiontest

Dispersion Test
tobit

Tobit Regression
CigarettesB

Cigarette Consumption Data
BondYield

Bond Yield Data
Longley

Longley's Regression Data
ivreg

Instrumental-Variable Regression
ResumeNames

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

Travel Mode Choice Data
USMacroSWM

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

Number of Equations and Citations for Evolutionary Biology Publications
USProdIndex

Index of US Industrial Production
ConsumerGood

Properties of a Fast-Moving Consumer Good
NMES1988

Demand for Medical Care in NMES 1988
UKInflation

UK Manufacturing Inflation Data