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AER (version 1.2-5)

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

45,312

Version

1.2-5

License

GPL-2 | GPL-3

Maintainer

Achim Zeileis

Last Published

January 7th, 2017

Functions in AER (1.2-5)

Affairs

Fair's Extramarital Affairs Data
ArgentinaCPI

Consumer Price Index in Argentina
BankWages

Bank Wages
Baltagi2002

Data and Examples from Baltagi (2002)
CartelStability

CartelStability
BondYield

Bond Yield Data
CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)
ChinaIncome

Chinese Real National Income Data
CASchools

California Test Score Data
BenderlyZwick

Benderly and Zwick Data: Inflation, Growth and Stock Returns
DJIA8012

Dow Jones Industrial Average (DJIA) index
CPS1985

Determinants of Wages Data (CPS 1985)
DoctorVisits

Australian Health Service Utilization Data
dispersiontest

Dispersion Test
DJFranses

Dow Jones Index Data (Franses)
CPS1988

Determinants of Wages Data (CPS 1988)
CollegeDistance

College Distance Data
CreditCard

Expenditure and Default Data
CPSSW

Stock and Watson CPS Data Sets
ConsumerGood

Properties of a Fast-Moving Consumer Good
EquationCitations

Number of Equations and Citations for Evolutionary Biology Publications
Equipment

Transportation Equipment Manufacturing Data
GSS7402

US General Social Survey 1974--2002
Fatalities

US Traffic Fatalities
GSOEP9402

German Socio-Economic Panel 1994--2002
ivreg

Instrumental-Variable Regression
Grunfeld

Grunfeld's Investment Data
GrowthSW

Determinants of Economic Growth
ivreg.fit

Fitting Instrumental-Variable Regressions
Fertility

Fertility and Women's Labor Supply
Franses1998

Data and Examples from Franses (1998)
FrozenJuice

Price of Frozen Orange Juice
GoldSilver

Gold and Silver Prices
GermanUnemployment

Unemployment in Germany Data
OECDGrowth

OECD Macroeconomic Data
DutchAdvert

TV and Radio Advertising Expenditures Data
DutchSales

Dutch Retail Sales Index Data
Journals

Economics Journal Subscription Data
OECDGas

Gasoline Consumption Data
KleinI

Klein Model I
MarkDollar

DEM/USD Exchange Rate Returns
MarkPound

DEM/GBP Exchange Rate Returns
MASchools

Massachusetts Test Score Data
Medicaid1986

Medicaid Utilization Data
OrangeCounty

Orange County Employment
OlympicTV

Television Rights for Olympic Games
UKNonDurables

Consumption of Non-Durables in the UK
TravelMode

Travel Mode Choice Data
StrikeDuration

Strike Durations
summary.ivreg

Methods for Instrumental-Variable Regression
USMacroSW

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

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

Determinants of Murder Rates in the United States
PSID1976

Labor Force Participation Data
SmokeBan

Do Workplace Smoking Bans Reduce Smoking?
SportsCards

Endowment Effect for Sports Cards
ProgramEffectiveness

Program Effectiveness Data
NaturalGas

Natural Gas Data
USConsump1979

US Consumption Data (1970--1979)
USConsump1993

US Consumption Data (1950--1993)
ResumeNames

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

Recreation Demand Data
TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings
SwissLabor

Swiss Labor Market Participation Data
HealthInsurance

Medical Expenditure Panel Survey Data
USGasB

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

More Guns, Less Crime?
USCrudes

US Crudes Data
HousePrices

House Prices in the City of Windsor, Canada
HMDA

Home Mortgage Disclosure Act Data
NMES1988

Demand for Medical Care in NMES 1988
NYSESW

Daily NYSE Composite Index
Electricity1970

Cost Function of Electricity Producers 1970
Electricity1955

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

Determinants of Economic Growth
Greene2003

Data and Examples from Greene (2003)
ManufactCosts

Manufacturing Costs Data
Longley

Longley's Regression Data
Municipalities

Municipal Expenditure Data
MSCISwitzerland

MSCI Switzerland Index
STAR

Project STAR: Student-Teacher Achievement Ratio
StockWatson2007

Data and Examples from Stock and Watson (2007)
USProdIndex

Index of US Industrial Production
USSeatBelts

Effects of Mandatory Seat Belt Laws in the US
TechChange

Technological Change Data
tobit

Tobit Regression
PhDPublications

Doctoral Publications
USMacroSWQ

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

Black and White Pepper Prices
USMoney

USMoney
ShipAccidents

Ship Accidents
SIC33

SIC33 Production Data
USInvest

US Investment Data
USGasG

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

Motor Cycles in The Netherlands
WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)
MotorCycles2

Motor Cycles in The Netherlands
USAirlines

Cost Data for US Airlines
PSID7682

PSID Earnings Panel Data (1976--1982)
PSID1982

PSID Earnings Data 1982
USMacroB

US Macroeconomic Data (1959--1995, Baltagi)
USConsump1950

US Consumption Data (1940--1950)
USStocksSW

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

Artificial Weak Instrument Data
USMacroG

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

Cigarette Consumption Panel Data
CigarettesB

Cigarette Consumption Data
UKInflation

UK Manufacturing Inflation Data
EuroEnergy

European Energy Consumption Data
Parade2005

Parade Magazine 2005 Earnings Data
Mortgage

Fixed versus Adjustable Mortgages
TradeCredit

Trade Credit and the Money Market