AER: 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.)

AuthorChristian Kleiber [aut], Achim Zeileis [aut, cre]
Date of publication2017-01-07 00:11:57
MaintainerAchim Zeileis <Achim.Zeileis@R-project.org>
LicenseGPL-2 | GPL-3
Version1.2-5

View on CRAN

Man pages

Affairs: Fair's Extramarital Affairs Data

ArgentinaCPI: Consumer Price Index in Argentina

Baltagi2002: Data and Examples from Baltagi (2002)

BankWages: Bank Wages

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

BondYield: Bond Yield Data

CameronTrivedi1998: Data and Examples from Cameron and Trivedi (1998)

CartelStability: CartelStability

CASchools: California Test Score Data

ChinaIncome: Chinese Real National Income Data

CigarettesB: Cigarette Consumption Data

CigarettesSW: Cigarette Consumption Panel Data

CollegeDistance: College Distance Data

ConsumerGood: Properties of a Fast-Moving Consumer Good

CPS1985: Determinants of Wages Data (CPS 1985)

CPS1988: Determinants of Wages Data (CPS 1988)

CPSSW: Stock and Watson CPS Data Sets

CreditCard: Expenditure and Default Data

dispersiontest: Dispersion Test

DJFranses: Dow Jones Index Data (Franses)

DJIA8012: Dow Jones Industrial Average (DJIA) index

DoctorVisits: Australian Health Service Utilization Data

DutchAdvert: TV and Radio Advertising Expenditures Data

DutchSales: Dutch Retail Sales Index Data

Electricity1955: Cost Function of Electricity Producers (1955, Nerlove Data)

Electricity1970: Cost Function of Electricity Producers 1970

EquationCitations: Number of Equations and Citations for Evolutionary Biology...

Equipment: Transportation Equipment Manufacturing Data

EuroEnergy: European Energy Consumption Data

Fatalities: US Traffic Fatalities

Fertility: Fertility and Women's Labor Supply

Franses1998: Data and Examples from Franses (1998)

FrozenJuice: Price of Frozen Orange Juice

GermanUnemployment: Unemployment in Germany Data

GoldSilver: Gold and Silver Prices

Greene2003: Data and Examples from Greene (2003)

GrowthDJ: Determinants of Economic Growth

GrowthSW: Determinants of Economic Growth

Grunfeld: Grunfeld's Investment Data

GSOEP9402: German Socio-Economic Panel 1994-2002

GSS7402: US General Social Survey 1974-2002

Guns: More Guns, Less Crime?

HealthInsurance: Medical Expenditure Panel Survey Data

HMDA: Home Mortgage Disclosure Act Data

HousePrices: House Prices in the City of Windsor, Canada

ivreg: Instrumental-Variable Regression

ivreg.fit: Fitting Instrumental-Variable Regressions

Journals: Economics Journal Subscription Data

KleinI: Klein Model I

Longley: Longley's Regression Data

ManufactCosts: Manufacturing Costs Data

MarkDollar: DEM/USD Exchange Rate Returns

MarkPound: DEM/GBP Exchange Rate Returns

MASchools: Massachusetts Test Score Data

Medicaid1986: Medicaid Utilization Data

Mortgage: Fixed versus Adjustable Mortgages

MotorCycles: Motor Cycles in The Netherlands

MotorCycles2: Motor Cycles in The Netherlands

MSCISwitzerland: MSCI Switzerland Index

Municipalities: Municipal Expenditure Data

MurderRates: Determinants of Murder Rates in the United States

NaturalGas: Natural Gas Data

NMES1988: Demand for Medical Care in NMES 1988

NYSESW: Daily NYSE Composite Index

OECDGas: Gasoline Consumption Data

OECDGrowth: OECD Macroeconomic Data

OlympicTV: Television Rights for Olympic Games

OrangeCounty: Orange County Employment

Parade2005: Parade Magazine 2005 Earnings Data

PepperPrice: Black and White Pepper Prices

PhDPublications: Doctoral Publications

ProgramEffectiveness: Program Effectiveness Data

PSID1976: Labor Force Participation Data

PSID1982: PSID Earnings Data 1982

PSID7682: PSID Earnings Panel Data (1976-1982)

RecreationDemand: Recreation Demand Data

ResumeNames: Are Emily and Greg More Employable Than Lakisha and Jamal?

ShipAccidents: Ship Accidents

SIC33: SIC33 Production Data

SmokeBan: Do Workplace Smoking Bans Reduce Smoking?

SportsCards: Endowment Effect for Sports Cards

STAR: Project STAR: Student-Teacher Achievement Ratio

StockWatson2007: Data and Examples from Stock and Watson (2007)

StrikeDuration: Strike Durations

summary.ivreg: Methods for Instrumental-Variable Regression

SwissLabor: Swiss Labor Market Participation Data

TeachingRatings: Impact of Beauty on Instructor's Teaching Ratings

TechChange: Technological Change Data

tobit: Tobit Regression

TradeCredit: Trade Credit and the Money Market

TravelMode: Travel Mode Choice Data

UKInflation: UK Manufacturing Inflation Data

UKNonDurables: Consumption of Non-Durables in the UK

USAirlines: Cost Data for US Airlines

USConsump1950: US Consumption Data (1940-1950)

USConsump1979: US Consumption Data (1970-1979)

USConsump1993: US Consumption Data (1950-1993)

USCrudes: US Crudes Data

USGasB: US Gasoline Market Data (1950-1987, Baltagi)

USGasG: US Gasoline Market Data (1960-1995, Greene)

USInvest: US Investment Data

USMacroB: US Macroeconomic Data (1959-1995, Baltagi)

USMacroG: US Macroeconomic Data (1950-2000, Greene)

USMacroSW: US Macroeconomic Data (1957-2005, Stock & Watson)

USMacroSWM: Monthly US Macroeconomic Data (1947-2004, Stock & Watson)

USMacroSWQ: Quarterly US Macroeconomic Data (1947-2004, Stock & Watson)

USMoney: USMoney

USProdIndex: Index of US Industrial Production

USSeatBelts: Effects of Mandatory Seat Belt Laws in the US

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

WeakInstrument: Artificial Weak Instrument Data

WinkelmannBoes2009: Data and Examples from Winkelmann and Boes (2009)

Functions

Affairs Man page
anova.ivreg Man page
ArgentinaCPI Man page
Baltagi2002 Man page
BankWages Man page
BenderlyZwick Man page
BondYield Man page
bread.ivreg Man page
CameronTrivedi1998 Man page
CartelStability Man page
CASchools Man page
ChinaIncome Man page
CigarettesB Man page
CigarettesSW Man page
CollegeDistance Man page
ConsumerGood Man page
CPS1985 Man page
CPS1988 Man page
CPSSW Man page
CPSSW04 Man page
CPSSW3 Man page
CPSSW8 Man page
CPSSW9204 Man page
CPSSW9298 Man page
CPSSWEducation Man page
CreditCard Man page
deviance.survreg Man page
dispersiontest Man page
DJFranses Man page
DJIA8012 Man page
DoctorVisits Man page
DutchAdvert Man page
DutchSales Man page
Electricity1955 Man page
Electricity1970 Man page
EquationCitations Man page
Equipment Man page
estfun.ivreg Man page
EuroEnergy Man page
Fatalities Man page
Fertility Man page
Fertility2 Man page
fitted.survreg Man page
formula.tobit Man page
Franses1998 Man page
FrozenJuice Man page
GermanUnemployment Man page
GoldSilver Man page
Greene2003 Man page
GrowthDJ Man page
GrowthSW Man page
Grunfeld Man page
GSOEP9402 Man page
GSS7402 Man page
Guns Man page
hatvalues.ivreg Man page
HealthInsurance Man page
HMDA Man page
HousePrices Man page
ivreg Man page
ivreg.fit Man page
Journals Man page
KleinI Man page
linearHypothesis.tobit Man page
Longley Man page
lrtest.tobit Man page
ManufactCosts Man page
MarkDollar Man page
MarkPound Man page
MASchools Man page
Medicaid1986 Man page
model.frame.tobit Man page
model.matrix.ivreg Man page
Mortgage Man page
MotorCycles Man page
MotorCycles2 Man page
MSCISwitzerland Man page
Municipalities Man page
MurderRates Man page
NaturalGas Man page
NMES1988 Man page
nobs.survreg Man page
NYSESW Man page
OECDGas Man page
OECDGrowth Man page
OlympicTV Man page
OrangeCounty Man page
Parade2005 Man page
PepperPrice Man page
PhDPublications Man page
predict.ivreg Man page
print.ivreg Man page
print.summary.ivreg Man page
print.summary.tobit Man page
print.tobit Man page
ProgramEffectiveness Man page
PSID1976 Man page
PSID1982 Man page
PSID7682 Man page
RecreationDemand Man page
ResumeNames Man page
ShipAccidents Man page
SIC33 Man page
SmokeBan Man page
SportsCards Man page
STAR Man page
StockWatson2007 Man page
StrikeDuration Man page
summary.ivreg Man page
summary.tobit Man page
SwissLabor Man page
TeachingRatings Man page
TechChange Man page
terms.ivreg Man page
tobit Man page
TradeCredit Man page
TravelMode Man page
UKInflation Man page
UKNonDurables Man page
update.tobit Man page
USAirlines Man page
USConsump1950 Man page
USConsump1979 Man page
USConsump1993 Man page
USCrudes Man page
USGasB Man page
USGasG Man page
USInvest Man page
USMacroB Man page
USMacroG Man page
USMacroSW Man page
USMacroSWM Man page
USMacroSWQ Man page
USMoney Man page
USProdIndex Man page
USSeatBelts Man page
USStocksSW Man page
vcov.ivreg Man page
waldtest.tobit Man page
WeakInstrument Man page
weights.survreg Man page
WinkelmannBoes2009 Man page

Files

AER
AER/inst
AER/inst/CITATION
AER/inst/doc
AER/inst/doc/Sweave-journals.Rnw
AER/inst/doc/Sweave-journals.R
AER/inst/doc/Sweave-journals.pdf
AER/inst/doc/AER.Rnw
AER/inst/doc/AER.R
AER/inst/doc/AER.pdf
AER/tests
AER/tests/Ch-TimeSeries.R
AER/tests/Ch-Basics.Rout.save
AER/tests/Ch-Intro.Rout.save
AER/tests/Ch-Microeconometrics.Rout.save
AER/tests/Ch-Basics.R
AER/tests/Ch-Programming.Rout.save
AER/tests/Ch-Validation.Rout.save
AER/tests/Ch-Microeconometrics.R
AER/tests/Ch-Validation.R
AER/tests/Ch-Intro.R
AER/tests/Ch-LinearRegression.R
AER/tests/Ch-LinearRegression.Rout.save
AER/tests/Ch-Programming.R
AER/tests/Ch-TimeSeries.Rout.save
AER/NAMESPACE
AER/demo
AER/demo/Ch-TimeSeries.R
AER/demo/Ch-Basics.R
AER/demo/Ch-Microeconometrics.R
AER/demo/Ch-Validation.R
AER/demo/00Index
AER/demo/Ch-Intro.R
AER/demo/Ch-LinearRegression.R
AER/demo/Ch-Programming.R
AER/NEWS
AER/data
AER/data/CPS1985.rda
AER/data/Mortgage.rda
AER/data/TradeCredit.rda
AER/data/Fatalities.rda
AER/data/OECDGas.rda
AER/data/GoldSilver.rda
AER/data/TeachingRatings.rda
AER/data/CPSSWEducation.rda
AER/data/HealthInsurance.rda
AER/data/MurderRates.rda
AER/data/Journals.rda
AER/data/CigarettesB.rda
AER/data/Medicaid1986.rda
AER/data/USAirlines.rda
AER/data/Affairs.rda
AER/data/ProgramEffectiveness.rda
AER/data/OECDGrowth.rda
AER/data/KleinI.rda
AER/data/UKInflation.rda
AER/data/PhDPublications.rda
AER/data/BenderlyZwick.rda
AER/data/CigarettesSW.rda
AER/data/OlympicTV.rda
AER/data/OrangeCounty.rda
AER/data/FrozenJuice.rda
AER/data/DJFranses.rda
AER/data/PSID1976.rda
AER/data/USGasG.rda
AER/data/Municipalities.rda
AER/data/TechChange.rda
AER/data/USInvest.rda
AER/data/PSID7682.rda
AER/data/ManufactCosts.rda
AER/data/Fertility2.rda
AER/data/StrikeDuration.rda
AER/data/Grunfeld.rda
AER/data/HMDA.rda
AER/data/CPSSW8.rda
AER/data/DJIA8012.rda
AER/data/PSID1982.rda
AER/data/WeakInstrument.rda
AER/data/MotorCycles.rda
AER/data/DoctorVisits.rda
AER/data/CPSSW3.rda
AER/data/STAR.rda
AER/data/USSeatBelts.rda
AER/data/RecreationDemand.rda
AER/data/Parade2005.rda
AER/data/PepperPrice.rda
AER/data/ResumeNames.rda
AER/data/BondYield.rda
AER/data/SmokeBan.rda
AER/data/SwissLabor.rda
AER/data/BankWages.rda
AER/data/CPSSW9204.rda
AER/data/USConsump1993.rda
AER/data/Equipment.rda
AER/data/ShipAccidents.rda
AER/data/USMacroG.rda
AER/data/CASchools.rda
AER/data/GSOEP9402.rda
AER/data/USProdIndex.rda
AER/data/Electricity1955.rda
AER/data/CartelStability.rda
AER/data/CPSSW9298.rda
AER/data/DutchSales.rda
AER/data/Electricity1970.rda
AER/data/NMES1988.rda
AER/data/datalist
AER/data/USCrudes.rda
AER/data/GermanUnemployment.rda
AER/data/DutchAdvert.rda
AER/data/SportsCards.rda
AER/data/USConsump1950.rda
AER/data/MotorCycles2.rda
AER/data/MarkPound.rda
AER/data/Longley.rda
AER/data/USMacroSWM.rda
AER/data/USMacroSW.rda
AER/data/EquationCitations.rda
AER/data/TravelMode.rda
AER/data/CPS1988.rda
AER/data/USMacroSWQ.rda
AER/data/USGasB.rda
AER/data/MASchools.rda
AER/data/SIC33.rda
AER/data/CollegeDistance.rda
AER/data/MSCISwitzerland.rda
AER/data/UKNonDurables.rda
AER/data/CreditCard.rda
AER/data/ChinaIncome.rda
AER/data/MarkDollar.rda
AER/data/GrowthDJ.rda
AER/data/CPSSW04.rda
AER/data/Fertility.rda
AER/data/NaturalGas.rda
AER/data/USStocksSW.rda
AER/data/GSS7402.rda
AER/data/USMacroB.rda
AER/data/EuroEnergy.rda
AER/data/ConsumerGood.rda
AER/data/HousePrices.rda
AER/data/GrowthSW.rda
AER/data/USConsump1979.rda
AER/data/USMoney.rda
AER/data/Guns.rda
AER/data/NYSESW.rda
AER/data/ArgentinaCPI.rda
AER/R
AER/R/tobit.R AER/R/dispersiontest.R AER/R/ivreg.R AER/R/coeftest-methods.R
AER/vignettes
AER/vignettes/Sweave-journals.Rnw
AER/vignettes/AER.Rnw
AER/vignettes/aer.bib
AER/MD5
AER/build
AER/build/vignette.rds
AER/DESCRIPTION
AER/man
AER/man/tobit.Rd AER/man/TechChange.Rd AER/man/UKInflation.Rd AER/man/USMacroB.Rd AER/man/STAR.Rd AER/man/SwissLabor.Rd AER/man/HealthInsurance.Rd AER/man/RecreationDemand.Rd AER/man/Fertility.Rd AER/man/MSCISwitzerland.Rd AER/man/KleinI.Rd AER/man/PhDPublications.Rd AER/man/Medicaid1986.Rd AER/man/USProdIndex.Rd AER/man/Affairs.Rd AER/man/GrowthDJ.Rd AER/man/SportsCards.Rd AER/man/EquationCitations.Rd AER/man/Franses1998.Rd AER/man/SmokeBan.Rd AER/man/GrowthSW.Rd AER/man/MotorCycles2.Rd AER/man/BankWages.Rd AER/man/Municipalities.Rd AER/man/ProgramEffectiveness.Rd AER/man/CPS1985.Rd AER/man/ivreg.fit.Rd AER/man/PepperPrice.Rd AER/man/DJIA8012.Rd AER/man/USGasG.Rd AER/man/CPS1988.Rd AER/man/GSS7402.Rd AER/man/GSOEP9402.Rd AER/man/USCrudes.Rd AER/man/ConsumerGood.Rd AER/man/MarkPound.Rd AER/man/USConsump1979.Rd AER/man/HousePrices.Rd AER/man/USAirlines.Rd AER/man/Grunfeld.Rd AER/man/EuroEnergy.Rd AER/man/ResumeNames.Rd AER/man/GermanUnemployment.Rd AER/man/WinkelmannBoes2009.Rd AER/man/FrozenJuice.Rd AER/man/USMacroSWQ.Rd AER/man/ArgentinaCPI.Rd AER/man/StockWatson2007.Rd AER/man/summary.ivreg.Rd AER/man/MASchools.Rd AER/man/NYSESW.Rd AER/man/PSID1982.Rd AER/man/USMacroG.Rd AER/man/CartelStability.Rd AER/man/DoctorVisits.Rd AER/man/Longley.Rd AER/man/USMacroSWM.Rd AER/man/ManufactCosts.Rd AER/man/Equipment.Rd AER/man/GoldSilver.Rd AER/man/Mortgage.Rd AER/man/ivreg.Rd AER/man/ShipAccidents.Rd AER/man/CameronTrivedi1998.Rd AER/man/DutchSales.Rd AER/man/CigarettesB.Rd AER/man/OECDGas.Rd AER/man/MarkDollar.Rd AER/man/HMDA.Rd AER/man/Guns.Rd AER/man/UKNonDurables.Rd AER/man/USStocksSW.Rd AER/man/BenderlyZwick.Rd AER/man/Electricity1970.Rd AER/man/WeakInstrument.Rd AER/man/StrikeDuration.Rd AER/man/CreditCard.Rd AER/man/Parade2005.Rd AER/man/OrangeCounty.Rd AER/man/DJFranses.Rd AER/man/USGasB.Rd AER/man/OlympicTV.Rd AER/man/Journals.Rd AER/man/Baltagi2002.Rd AER/man/NaturalGas.Rd AER/man/BondYield.Rd AER/man/CASchools.Rd AER/man/USConsump1950.Rd AER/man/Greene2003.Rd AER/man/PSID7682.Rd AER/man/Electricity1955.Rd AER/man/DutchAdvert.Rd AER/man/ChinaIncome.Rd AER/man/USConsump1993.Rd AER/man/CigarettesSW.Rd AER/man/dispersiontest.Rd AER/man/USMacroSW.Rd AER/man/NMES1988.Rd AER/man/USMoney.Rd AER/man/SIC33.Rd AER/man/MotorCycles.Rd AER/man/USInvest.Rd AER/man/TeachingRatings.Rd AER/man/TravelMode.Rd AER/man/TradeCredit.Rd AER/man/PSID1976.Rd AER/man/USSeatBelts.Rd AER/man/MurderRates.Rd AER/man/CollegeDistance.Rd AER/man/OECDGrowth.Rd AER/man/CPSSW.Rd AER/man/Fatalities.Rd

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