AER v1.2-9

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Applied Econometrics with R

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.)

Functions in AER

Name Description
DJFranses Dow Jones Index Data (Franses)
Fatalities US Traffic Fatalities
ChinaIncome Chinese Real National Income Data
DJIA8012 Dow Jones Industrial Average (DJIA) index
DoctorVisits Australian Health Service Utilization Data
CigarettesB Cigarette Consumption Data
DutchAdvert TV and Radio Advertising Expenditures Data
Fertility Fertility and Women's Labor Supply
GermanUnemployment Unemployment in Germany Data
GoldSilver Gold and Silver Prices
Franses1998 Data and Examples from Franses (1998)
CPS1988 Determinants of Wages Data (CPS 1988)
HealthInsurance Medical Expenditure Panel Survey Data
MotorCycles Motor Cycles in The Netherlands
MotorCycles2 Motor Cycles in The Netherlands
FrozenJuice Price of Frozen Orange Juice
HousePrices House Prices in the City of Windsor, Canada
BenderlyZwick Benderly and Zwick Data: Inflation, Growth and Stock Returns
DutchSales Dutch Retail Sales Index Data
NaturalGas Natural Gas Data
CPSSW Stock and Watson CPS Data Sets
CreditCard Expenditure and Default Data
ConsumerGood Properties of a Fast-Moving Consumer Good
Journals Economics Journal Subscription Data
RecreationDemand Recreation Demand Data
USMacroSWM Monthly US Macroeconomic Data (1947--2004, Stock \& Watson)
USProdIndex Index of US Industrial Production
USMacroSW US Macroeconomic Data (1957--2005, Stock \& Watson)
StrikeDuration Strike Durations
SwissLabor Swiss Labor Market Participation Data
Electricity1955 Cost Function of Electricity Producers (1955, Nerlove Data)
KleinI Klein Model I
OECDGas Gasoline Consumption Data
Greene2003 Data and Examples from Greene (2003)
ResumeNames Are Emily and Greg More Employable Than Lakisha and Jamal?
BondYield Bond Yield Data
USSeatBelts Effects of Mandatory Seat Belt Laws in the US
NMES1988 Demand for Medical Care in NMES 1988
CartelStability CartelStability
CameronTrivedi1998 Data and Examples from Cameron and Trivedi (1998)
GrowthDJ Determinants of Economic Growth
Guns More Guns, Less Crime?
HMDA Home Mortgage Disclosure Act Data
Medicaid1986 Medicaid Utilization Data
PSID1982 PSID Earnings Data 1982
NYSESW Daily NYSE Composite Index
Parade2005 Parade Magazine 2005 Earnings Data
PSID7682 PSID Earnings Panel Data (1976--1982)
GrowthSW Determinants of Economic Growth
PepperPrice Black and White Pepper Prices
EquationCitations Number of Equations and Citations for Evolutionary Biology Publications
Mortgage Fixed versus Adjustable Mortgages
Electricity1970 Cost Function of Electricity Producers 1970
UKNonDurables Consumption of Non-Durables in the UK
Grunfeld Grunfeld's Investment Data
ShipAccidents Ship Accidents
SmokeBan Do Workplace Smoking Bans Reduce Smoking?
StockWatson2007 Data and Examples from Stock and Watson (2007)
SportsCards Endowment Effect for Sports Cards
UKInflation UK Manufacturing Inflation Data
TeachingRatings Impact of Beauty on Instructor's Teaching Ratings
Longley Longley's Regression Data
USConsump1979 US Consumption Data (1970--1979)
MASchools Massachusetts Test Score Data
MarkDollar DEM/USD Exchange Rate Returns
USConsump1993 US Consumption Data (1950--1993)
ivreg.fit Fitting Instrumental-Variable Regressions
MarkPound DEM/GBP Exchange Rate Returns
TechChange Technological Change Data
ivreg Instrumental-Variable Regression
SIC33 SIC33 Production Data
USGasB US Gasoline Market Data (1950--1987, Baltagi)
OECDGrowth OECD Macroeconomic Data
STAR Project STAR: Student-Teacher Achievement Ratio
OlympicTV Television Rights for Olympic Games
USCrudes US Crudes Data
Equipment Transportation Equipment Manufacturing Data
CigarettesSW Cigarette Consumption Panel Data
CASchools California Test Score Data
GSOEP9402 German Socio-Economic Panel 1994--2002
EuroEnergy European Energy Consumption Data
WinkelmannBoes2009 Data and Examples from Winkelmann and Boes (2009)
CPS1985 Determinants of Wages Data (CPS 1985)
CollegeDistance College Distance Data
GSS7402 US General Social Survey 1974--2002
MSCISwitzerland MSCI Switzerland Index
TradeCredit Trade Credit and the Money Market
USMacroB US Macroeconomic Data (1959--1995, Baltagi)
ManufactCosts Manufacturing Costs Data
TravelMode Travel Mode Choice Data
USMacroG US Macroeconomic Data (1950--2000, Greene)
MurderRates Determinants of Murder Rates in the United States
WeakInstrument Artificial Weak Instrument Data
Municipalities Municipal Expenditure Data
USStocksSW Monthly US Stock Returns (1931--2002, Stock \& Watson)
PSID1976 Labor Force Participation Data
OrangeCounty Orange County Employment
PhDPublications Doctoral Publications
dispersiontest Dispersion Test
USAirlines Cost Data for US Airlines
ProgramEffectiveness Program Effectiveness Data
USConsump1950 US Consumption Data (1940--1950)
USInvest US Investment Data
USMacroSWQ Quarterly US Macroeconomic Data (1947--2004, Stock \& Watson)
USMoney USMoney
summary.ivreg Methods for Instrumental-Variable Regression
USGasG US Gasoline Market Data (1960--1995, Greene)
tobit Tobit Regression
Baltagi2002 Data and Examples from Baltagi (2002)
BankWages Bank Wages
Affairs Fair's Extramarital Affairs Data
ArgentinaCPI Consumer Price Index in Argentina
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Vignettes of AER

Name
AER.Rnw
Sweave-journals.Rnw
aer.bib
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