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AER (version 1.2-3)

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

1.2-3

License

GPL-2 | GPL-3

Maintainer

Achim Zeileis

Last Published

February 24th, 2015

Functions in AER (1.2-3)

ArgentinaCPI

Consumer Price Index in Argentina
USSeatBelts

Effects of Mandatory Seat Belt Laws in the US
Electricity1955

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

Daily NYSE Composite Index
MurderRates

Determinants of Murder Rates in the United States
WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)
EuroEnergy

European Energy Consumption Data
Longley

Longley's Regression Data
BenderlyZwick

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

Black and White Pepper Prices
ivreg

Instrumental-Variable Regression
EquationCitations

Number of Equations and Citations for Evolutionary Biology Publications
USMacroSWM

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

Determinants of Economic Growth
Parade2005

Parade Magazine 2005 Earnings Data
UKNonDurables

Consumption of Non-Durables in the UK
DutchAdvert

TV and Radio Advertising Expenditures Data
Grunfeld

Grunfeld's Investment Data
Journals

Economics Journal Subscription Data
CPS1985

Determinants of Wages Data (CPS 1985)
ShipAccidents

Ship Accidents
USMacroSWQ

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

Properties of a Fast-Moving Consumer Good
SIC33

SIC33 Production Data
USGasG

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

Impact of Beauty on Instructor's Teaching Ratings
ResumeNames

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

Dow Jones Index Data (Franses)
ProgramEffectiveness

Program Effectiveness Data
MarkDollar

DEM/USD Exchange Rate Returns
Mortgage

Fixed versus Adjustable Mortgages
SmokeBan

Do Workplace Smoking Bans Reduce Smoking?
StockWatson2007

Data and Examples from Stock and Watson (2007)
USCrudes

US Crudes Data
NaturalGas

Natural Gas Data
CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)
CreditCard

Expenditure and Default Data
TechChange

Technological Change Data
Guns

More Guns, Less Crime?
MarkPound

DEM/GBP Exchange Rate Returns
BondYield

Bond Yield Data
BankWages

Bank Wages
CPSSW

Stock and Watson CPS Data Sets
Electricity1970

Cost Function of Electricity Producers 1970
Medicaid1986

Medicaid Utilization Data
TravelMode

Travel Mode Choice Data
USGasB

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

Municipal Expenditure Data
ManufactCosts

Manufacturing Costs Data
WeakInstrument

Artificial Weak Instrument Data
PSID1982

PSID Earnings Data 1982
ivreg.fit

Fitting Instrumental-Variable Regressions
OECDGrowth

OECD Macroeconomic Data
USConsump1993

US Consumption Data (1950--1993)
GSS7402

US General Social Survey 1974--2002
SportsCards

Endowment Effect for Sports Cards
TradeCredit

Trade Credit and the Money Market
OrangeCounty

Orange County Employment
USMoney

USMoney
GSOEP9402

German Socio-Economic Panel 1994--2002
USMacroG

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

Determinants of Economic Growth
CigarettesSW

Cigarette Consumption Panel Data
Fertility

Fertility and Women's Labor Supply
HMDA

Home Mortgage Disclosure Act Data
STAR

Project STAR: Student-Teacher Achievement Ratio
FrozenJuice

Price of Frozen Orange Juice
USAirlines

Cost Data for US Airlines
USConsump1950

US Consumption Data (1940--1950)
MotorCycles

Motor Cycles in The Netherlands
ChinaIncome

Chinese Real National Income Data
PhDPublications

Doctoral Publications
NMES1988

Demand for Medical Care in NMES 1988
PSID7682

PSID Earnings Panel Data (1976--1982)
USMacroSW

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

Index of US Industrial Production
OlympicTV

Television Rights for Olympic Games
tobit

Tobit Regression
USConsump1979

US Consumption Data (1970--1979)
Baltagi2002

Data and Examples from Baltagi (2002)
Fatalities

US Traffic Fatalities
StrikeDuration

Strike Durations
GermanUnemployment

Unemployment in Germany Data
Greene2003

Data and Examples from Greene (2003)
DoctorVisits

Australian Health Service Utilization Data
CigarettesB

Cigarette Consumption Data
MASchools

Massachusetts Test Score Data
DutchSales

Dutch Retail Sales Index Data
CollegeDistance

College Distance Data
SwissLabor

Swiss Labor Market Participation Data
RecreationDemand

Recreation Demand Data
dispersiontest

Dispersion Test
CPS1988

Determinants of Wages Data (CPS 1988)
USStocksSW

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

Fair's Extramarital Affairs Data
CASchools

California Test Score Data
HousePrices

House Prices in the City of Windsor, Canada
KleinI

Klein Model I
USInvest

US Investment Data
PSID1976

Labor Force Participation Data
HealthInsurance

Medical Expenditure Panel Survey Data
summary.ivreg

Methods for Instrumental-Variable Regression
OECDGas

Gasoline Consumption Data
Equipment

Transportation Equipment Manufacturing Data
UKInflation

UK Manufacturing Inflation Data
USMacroB

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

CartelStability
Franses1998

Data and Examples from Franses (1998)