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AER (version 1.2-4)

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

38,297

Version

1.2-4

License

GPL-2 | GPL-3

Maintainer

Achim Zeileis

Last Published

June 6th, 2015

Functions in AER (1.2-4)

HousePrices

House Prices in the City of Windsor, Canada
ChinaIncome

Chinese Real National Income Data
Electricity1955

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

Dow Jones Index Data (Franses)
PSID1982

PSID Earnings Data 1982
UKNonDurables

Consumption of Non-Durables in the UK
FrozenJuice

Price of Frozen Orange Juice
OECDGrowth

OECD Macroeconomic Data
StrikeDuration

Strike Durations
USGasB

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

Technological Change Data
CASchools

California Test Score Data
GermanUnemployment

Unemployment in Germany Data
PSID7682

PSID Earnings Panel Data (1976--1982)
ArgentinaCPI

Consumer Price Index in Argentina
Equipment

Transportation Equipment Manufacturing Data
MarkDollar

DEM/USD Exchange Rate Returns
TravelMode

Travel Mode Choice Data
Fertility

Fertility and Women's Labor Supply
Grunfeld

Grunfeld's Investment Data
Medicaid1986

Medicaid Utilization Data
Parade2005

Parade Magazine 2005 Earnings Data
OrangeCounty

Orange County Employment
MarkPound

DEM/GBP Exchange Rate Returns
CreditCard

Expenditure and Default Data
MurderRates

Determinants of Murder Rates in the United States
STAR

Project STAR: Student-Teacher Achievement Ratio
DutchSales

Dutch Retail Sales Index Data
SIC33

SIC33 Production Data
CPS1985

Determinants of Wages Data (CPS 1985)
CollegeDistance

College Distance Data
TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings
Affairs

Fair's Extramarital Affairs Data
EuroEnergy

European Energy Consumption Data
BenderlyZwick

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

CartelStability
USConsump1993

US Consumption Data (1950--1993)
USMacroSWQ

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

US Macroeconomic Data (1950--2000, Greene)
CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)
ResumeNames

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

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

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

Cigarette Consumption Panel Data
Municipalities

Municipal Expenditure Data
GrowthSW

Determinants of Economic Growth
Guns

More Guns, Less Crime?
GSOEP9402

German Socio-Economic Panel 1994--2002
Mortgage

Fixed versus Adjustable Mortgages
ivreg

Instrumental-Variable Regression
USMoney

USMoney
Journals

Economics Journal Subscription Data
EquationCitations

Number of Equations and Citations for Evolutionary Biology Publications
USInvest

US Investment Data
WeakInstrument

Artificial Weak Instrument Data
BankWages

Bank Wages
BondYield

Bond Yield Data
CPSSW

Stock and Watson CPS Data Sets
CPS1988

Determinants of Wages Data (CPS 1988)
Electricity1970

Cost Function of Electricity Producers 1970
tobit

Tobit Regression
KleinI

Klein Model I
RecreationDemand

Recreation Demand Data
NaturalGas

Natural Gas Data
USConsump1979

US Consumption Data (1970--1979)
USSeatBelts

Effects of Mandatory Seat Belt Laws in the US
USCrudes

US Crudes Data
MASchools

Massachusetts Test Score Data
StockWatson2007

Data and Examples from Stock and Watson (2007)
Greene2003

Data and Examples from Greene (2003)
ManufactCosts

Manufacturing Costs Data
NMES1988

Demand for Medical Care in NMES 1988
DutchAdvert

TV and Radio Advertising Expenditures Data
CigarettesB

Cigarette Consumption Data
HMDA

Home Mortgage Disclosure Act Data
GrowthDJ

Determinants of Economic Growth
OlympicTV

Television Rights for Olympic Games
PepperPrice

Black and White Pepper Prices
summary.ivreg

Methods for Instrumental-Variable Regression
ProgramEffectiveness

Program Effectiveness Data
ShipAccidents

Ship Accidents
SwissLabor

Swiss Labor Market Participation Data
USAirlines

Cost Data for US Airlines
ivreg.fit

Fitting Instrumental-Variable Regressions
ConsumerGood

Properties of a Fast-Moving Consumer Good
GSS7402

US General Social Survey 1974--2002
Franses1998

Data and Examples from Franses (1998)
OECDGas

Gasoline Consumption Data
SmokeBan

Do Workplace Smoking Bans Reduce Smoking?
MotorCycles

Motor Cycles in The Netherlands
NYSESW

Daily NYSE Composite Index
PhDPublications

Doctoral Publications
USMacroSW

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

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

US Macroeconomic Data (1959--1995, Baltagi)
Baltagi2002

Data and Examples from Baltagi (2002)
Fatalities

US Traffic Fatalities
HealthInsurance

Medical Expenditure Panel Survey Data
UKInflation

UK Manufacturing Inflation Data
USConsump1950

US Consumption Data (1940--1950)
WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)
USProdIndex

Index of US Industrial Production
dispersiontest

Dispersion Test
SportsCards

Endowment Effect for Sports Cards
DoctorVisits

Australian Health Service Utilization Data
Longley

Longley's Regression Data
PSID1976

Labor Force Participation Data
TradeCredit

Trade Credit and the Money Market