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AER (version 1.2-6)

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

50,011

Version

1.2-6

License

GPL-2 | GPL-3

Maintainer

Achim Zeileis

Last Published

December 28th, 2018

Functions in AER (1.2-6)

CigarettesSW

Cigarette Consumption Panel Data
CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)
GermanUnemployment

Unemployment in Germany Data
DJIA8012

Dow Jones Industrial Average (DJIA) index
Journals

Economics Journal Subscription Data
KleinI

Klein Model I
DutchSales

Dutch Retail Sales Index Data
DJFranses

Dow Jones Index Data (Franses)
Electricity1955

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

Gold and Silver Prices
CartelStability

CartelStability
DutchAdvert

TV and Radio Advertising Expenditures Data
GrowthSW

Determinants of Economic Growth
DoctorVisits

Australian Health Service Utilization Data
Guns

More Guns, Less Crime?
CollegeDistance

College Distance Data
Grunfeld

Grunfeld's Investment Data
CreditCard

Expenditure and Default Data
ConsumerGood

Properties of a Fast-Moving Consumer Good
Electricity1970

Cost Function of Electricity Producers 1970
ChinaIncome

Chinese Real National Income Data
MarkDollar

DEM/USD Exchange Rate Returns
EquationCitations

Number of Equations and Citations for Evolutionary Biology Publications
MarkPound

DEM/GBP Exchange Rate Returns
NaturalGas

Natural Gas Data
Greene2003

Data and Examples from Greene (2003)
HealthInsurance

Medical Expenditure Panel Survey Data
OECDGas

Gasoline Consumption Data
SIC33

SIC33 Production Data
STAR

Project STAR: Student-Teacher Achievement Ratio
GrowthDJ

Determinants of Economic Growth
StrikeDuration

Strike Durations
HMDA

Home Mortgage Disclosure Act Data
Municipalities

Municipal Expenditure Data
HousePrices

House Prices in the City of Windsor, Canada
SwissLabor

Swiss Labor Market Participation Data
OrangeCounty

Orange County Employment
PSID1976

Labor Force Participation Data
PhDPublications

Doctoral Publications
USCrudes

US Crudes Data
CigarettesB

Cigarette Consumption Data
NMES1988

Demand for Medical Care in NMES 1988
USGasB

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

US Traffic Fatalities
TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings
ProgramEffectiveness

Program Effectiveness Data
ArgentinaCPI

Consumer Price Index in Argentina
MurderRates

Determinants of Murder Rates in the United States
NYSESW

Daily NYSE Composite Index
Fertility

Fertility and Women's Labor Supply
Parade2005

Parade Magazine 2005 Earnings Data
PepperPrice

Black and White Pepper Prices
Equipment

Transportation Equipment Manufacturing Data
EuroEnergy

European Energy Consumption Data
GSOEP9402

German Socio-Economic Panel 1994--2002
GSS7402

US General Social Survey 1974--2002
MSCISwitzerland

MSCI Switzerland Index
RecreationDemand

Recreation Demand Data
OECDGrowth

OECD Macroeconomic Data
Franses1998

Data and Examples from Franses (1998)
OlympicTV

Television Rights for Olympic Games
TravelMode

Travel Mode Choice Data
TradeCredit

Trade Credit and the Money Market
ResumeNames

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

Ship Accidents
FrozenJuice

Price of Frozen Orange Juice
USMacroSW

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

Do Workplace Smoking Bans Reduce Smoking?
ManufactCosts

Manufacturing Costs Data
Medicaid1986

Medicaid Utilization Data
USAirlines

Cost Data for US Airlines
USMacroSWM

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

Longley's Regression Data
Mortgage

Fixed versus Adjustable Mortgages
USConsump1950

US Consumption Data (1940--1950)
WeakInstrument

Artificial Weak Instrument Data
USStocksSW

Monthly US Stock Returns (1931--2002, Stock \& Watson)
WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)
MASchools

Massachusetts Test Score Data
MotorCycles

Motor Cycles in The Netherlands
PSID1982

PSID Earnings Data 1982
MotorCycles2

Motor Cycles in The Netherlands
USInvest

US Investment Data
USGasG

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

Technological Change Data
USConsump1979

US Consumption Data (1970--1979)
USMacroSWQ

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

USMoney
dispersiontest

Dispersion Test
USConsump1993

US Consumption Data (1950--1993)
PSID7682

PSID Earnings Panel Data (1976--1982)
USProdIndex

Index of US Industrial Production
USSeatBelts

Effects of Mandatory Seat Belt Laws in the US
summary.ivreg

Methods for Instrumental-Variable Regression
SportsCards

Endowment Effect for Sports Cards
StockWatson2007

Data and Examples from Stock and Watson (2007)
tobit

Tobit Regression
UKInflation

UK Manufacturing Inflation Data
UKNonDurables

Consumption of Non-Durables in the UK
USMacroB

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

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

Instrumental-Variable Regression
ivreg.fit

Fitting Instrumental-Variable Regressions
BenderlyZwick

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

Bank Wages
CASchools

California Test Score Data
Affairs

Fair's Extramarital Affairs Data
CPS1985

Determinants of Wages Data (CPS 1985)
CPSSW

Stock and Watson CPS Data Sets
Baltagi2002

Data and Examples from Baltagi (2002)
CPS1988

Determinants of Wages Data (CPS 1988)
BondYield

Bond Yield Data