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⚠️There's a newer version (1.2-14) of this package.Take me there.

AER (version 1.2-7)

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

1.2-7

License

GPL-2 | GPL-3

Maintainer

Achim Zeileis

Last Published

July 31st, 2019

Functions in AER (1.2-7)

ArgentinaCPI

Consumer Price Index in Argentina
CPS1985

Determinants of Wages Data (CPS 1985)
BondYield

Bond Yield Data
CPSSW

Stock and Watson CPS Data Sets
CPS1988

Determinants of Wages Data (CPS 1988)
BenderlyZwick

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

California Test Score Data
Affairs

Fair's Extramarital Affairs Data
BankWages

Bank Wages
Baltagi2002

Data and Examples from Baltagi (2002)
ConsumerGood

Properties of a Fast-Moving Consumer Good
Fertility

Fertility and Women's Labor Supply
Fatalities

US Traffic Fatalities
CameronTrivedi1998

Data and Examples from Cameron and Trivedi (1998)
MotorCycles

Motor Cycles in The Netherlands
DoctorVisits

Australian Health Service Utilization Data
CartelStability

CartelStability
DutchAdvert

TV and Radio Advertising Expenditures Data
MotorCycles2

Motor Cycles in The Netherlands
CigarettesSW

Cigarette Consumption Panel Data
CollegeDistance

College Distance Data
DJFranses

Dow Jones Index Data (Franses)
Greene2003

Data and Examples from Greene (2003)
NaturalGas

Natural Gas Data
ChinaIncome

Chinese Real National Income Data
Equipment

Transportation Equipment Manufacturing Data
CigarettesB

Cigarette Consumption Data
EuroEnergy

European Energy Consumption Data
GoldSilver

Gold and Silver Prices
GermanUnemployment

Unemployment in Germany Data
DJIA8012

Dow Jones Industrial Average (DJIA) index
DutchSales

Dutch Retail Sales Index Data
Electricity1955

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

Expenditure and Default Data
OECDGas

Gasoline Consumption Data
Electricity1970

Cost Function of Electricity Producers 1970
GrowthSW

Determinants of Economic Growth
KleinI

Klein Model I
Journals

Economics Journal Subscription Data
GSOEP9402

German Socio-Economic Panel 1994--2002
Grunfeld

Grunfeld's Investment Data
Longley

Longley's Regression Data
OlympicTV

Television Rights for Olympic Games
OECDGrowth

OECD Macroeconomic Data
SIC33

SIC33 Production Data
MASchools

Massachusetts Test Score Data
GSS7402

US General Social Survey 1974--2002
ShipAccidents

Ship Accidents
GrowthDJ

Determinants of Economic Growth
EquationCitations

Number of Equations and Citations for Evolutionary Biology Publications
ManufactCosts

Manufacturing Costs Data
SmokeBan

Do Workplace Smoking Bans Reduce Smoking?
Medicaid1986

Medicaid Utilization Data
MSCISwitzerland

MSCI Switzerland Index
Mortgage

Fixed versus Adjustable Mortgages
MarkDollar

DEM/USD Exchange Rate Returns
Franses1998

Data and Examples from Franses (1998)
PhDPublications

Doctoral Publications
UKInflation

UK Manufacturing Inflation Data
UKNonDurables

Consumption of Non-Durables in the UK
ProgramEffectiveness

Program Effectiveness Data
USAirlines

Cost Data for US Airlines
USGasG

US Gasoline Market Data (1960--1995, Greene)
USConsump1950

US Consumption Data (1940--1950)
USInvest

US Investment Data
HealthInsurance

Medical Expenditure Panel Survey Data
HousePrices

House Prices in the City of Windsor, Canada
FrozenJuice

Price of Frozen Orange Juice
NMES1988

Demand for Medical Care in NMES 1988
USMoney

USMoney
USMacroSWQ

Quarterly US Macroeconomic Data (1947--2004, Stock \& Watson)
PSID1976

Labor Force Participation Data
MarkPound

DEM/GBP Exchange Rate Returns
OrangeCounty

Orange County Employment
NYSESW

Daily NYSE Composite Index
STAR

Project STAR: Student-Teacher Achievement Ratio
RecreationDemand

Recreation Demand Data
Guns

More Guns, Less Crime?
MurderRates

Determinants of Murder Rates in the United States
HMDA

Home Mortgage Disclosure Act Data
Municipalities

Municipal Expenditure Data
USConsump1979

US Consumption Data (1970--1979)
summary.ivreg

Methods for Instrumental-Variable Regression
Parade2005

Parade Magazine 2005 Earnings Data
PepperPrice

Black and White Pepper Prices
PSID1982

PSID Earnings Data 1982
tobit

Tobit Regression
PSID7682

PSID Earnings Panel Data (1976--1982)
TeachingRatings

Impact of Beauty on Instructor's Teaching Ratings
ResumeNames

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

Technological Change Data
WinkelmannBoes2009

Data and Examples from Winkelmann and Boes (2009)
USConsump1993

US Consumption Data (1950--1993)
StrikeDuration

Strike Durations
SwissLabor

Swiss Labor Market Participation Data
USProdIndex

Index of US Industrial Production
USCrudes

US Crudes Data
USGasB

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

Dispersion Test
USSeatBelts

Effects of Mandatory Seat Belt Laws in the US
SportsCards

Endowment Effect for Sports Cards
StockWatson2007

Data and Examples from Stock and Watson (2007)
USMacroSW

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

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

Trade Credit and the Money Market
USMacroB

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

Travel Mode Choice Data
ivreg

Instrumental-Variable Regression
ivreg.fit

Fitting Instrumental-Variable Regressions
USMacroG

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

Artificial Weak Instrument Data
USStocksSW

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