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.
|Author||Changyou Sun <firstname.lastname@example.org>|
|Date of publication||2016-02-25 23:01:12|
|Maintainer||Changyou Sun <email@example.com>|
|License||GPL (>= 2)|
aiData: Transforming Raw Data for Static AIDS Model
aiDiag: Diagnostic Statitics for Static or Dynamic AIDS Model
aiDynFit: Fitting a Dynamic AIDS Model
aiElas: Computing Elasticity for Static or Dynamic AIDS Models
aiStaFit: Fitting a Static AIDS Model
aiStaHau: Conducting a Hausman Test on a Static AIDS Model
bsFormu: Generating Formula for Models
bsLag: Lagged Time Series
bsStat: Summary of Basic Statistics
bsTab: Generating Pretty Statistical Tables
daBed: Transformed Wooden Beds Import Data for Static AIDS Models
daBedRaw: Wooden Beds Import Data
daEsa: Daily returns of 14 public firms from 1990 to 2004
daExp: Expenditure Data for a Hausman Test in AIDS Model
daIns: Liability Insurance Coverage for Hunters and Anglers in...
daInsNam: Liability Insurance Coverage for Hunters and Anglers in...
daLaw: Data for statutory reforms and retention of prescribed fire...
daPe: Program Effectiveness of a New Method of Teaching Economics
daRoll: Voting records for the Healthy Forests Restoration Act in...
download.lib: Downloading source and PDF version of R packages
erer-package: Empirical Research in Economics with R
evReturn: Estimating Abnormal Return from Event Analysis
evRisk: Risk Evaluation for Event Analysis
head.ts: Return the first or last part of time series data
listn: Generate a list object with names
lss: List Objects with Their Sizes
maBina: Marginal Effect for Binary Probit and Logit Model
maTrend: Trend of probability values in a binary choice model
ocME: Marginal Effect for Ordered Choice Model
ocProb: Probability trend for a continuous variable in an ordered...
summary.aiFit: Summary of Results from Static or Dynamic Models
systemfitAR: Linear Equation System Estimation with Correction on...
ur.df2: Augmented-Dickey-Fuller Unit Root Test revised
write.list: Output and Write a List Object