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erer (version 2.5)

Empirical Research in Economics with R

Description

Functions, datasets, and sample codes related to the book of 'Empirical Research in Economics: Growing up with R' by Dr. Changyou Sun are included. Marginal effects for binary or ordered choice models can be calculated. Static and dynamic Almost Ideal Demand System (AIDS) models can be estimated. A typical event analysis in finance can be conducted with several functions included.

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Version

Install

install.packages('erer')

Monthly Downloads

3,086

Version

2.5

License

GPL (>= 2)

Maintainer

Changyou Sun

Last Published

February 25th, 2016

Functions in erer (2.5)

aiElas

Computing Elasticity for Static or Dynamic AIDS Models
bsStat

Summary of Basic Statistics
bsFormu

Generating Formula for Models
evRisk

Risk Evaluation for Event Analysis
ocProb

Probability trend for a continuous variable in an ordered choice model
systemfitAR

Linear Equation System Estimation with Correction on Autocorrelation
maBina

Marginal Effect for Binary Probit and Logit Model
head

Return the first or last part of time series data
daEsa

Daily returns of 14 public firms from 1990 to 2004
aiData

Transforming Raw Data for Static AIDS Model
aiDynFit

Fitting a Dynamic AIDS Model
ocME

Marginal Effect for Ordered Choice Model
daBed

Transformed Wooden Beds Import Data for Static AIDS Models
erer-package

Empirical Research in Economics with R
summary.aiFit

Summary of Results from Static or Dynamic Models
ur.df2

Augmented-Dickey-Fuller Unit Root Test revised
daInsNam

Liability Insurance Coverage for Hunters and Anglers in Mississippi: Variable Definitions
lss

List Objects with Their Sizes
maTrend

Trend of probability values in a binary choice model
aiDiag

Diagnostic Statitics for Static or Dynamic AIDS Model
bsLag

Lagged Time Series
daPe

Program Effectiveness of a New Method of Teaching Economics
daBedRaw

Wooden Beds Import Data
evReturn

Estimating Abnormal Return from Event Analysis
download.lib

Downloading source and PDF version of R packages
daExp

Expenditure Data for a Hausman Test in AIDS Model
daIns

Liability Insurance Coverage for Hunters and Anglers in Mississippi
bsTab

Generating Pretty Statistical Tables
write.list

Output and Write a List Object
listn

Generate a list object with names
aiStaHau

Conducting a Hausman Test on a Static AIDS Model
daRoll

Voting records for the Healthy Forests Restoration Act in 2003 and the associated characteristics of congressmen
daLaw

Data for statutory reforms and retention of prescribed fire liability laws on forest land by state
aiStaFit

Fitting a Static AIDS Model