Applied Econometrics with R

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Documentation for package ‘AER’ version 1.2-9

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-- A --

Affairs Fair's Extramarital Affairs Data
anova.ivreg Methods for Instrumental-Variable Regression
ArgentinaCPI Consumer Price Index in Argentina

-- B --

Baltagi2002 Data and Examples from Baltagi (2002)
BankWages Bank Wages
BenderlyZwick Benderly and Zwick Data: Inflation, Growth and Stock Returns
BondYield Bond Yield Data
bread.ivreg Methods for Instrumental-Variable Regression

-- C --

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
CPSSW04 Stock and Watson CPS Data Sets
CPSSW3 Stock and Watson CPS Data Sets
CPSSW8 Stock and Watson CPS Data Sets
CPSSW9204 Stock and Watson CPS Data Sets
CPSSW9298 Stock and Watson CPS Data Sets
CPSSWEducation Stock and Watson CPS Data Sets
CreditCard Expenditure and Default Data

-- D --

deviance.survreg Tobit Regression
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

-- E --

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 Publications
Equipment Transportation Equipment Manufacturing Data
estfun.ivreg Methods for Instrumental-Variable Regression
EuroEnergy European Energy Consumption Data

-- F --

Fatalities US Traffic Fatalities
Fertility Fertility and Women's Labor Supply
Fertility2 Fertility and Women's Labor Supply
formula.tobit Tobit Regression
Franses1998 Data and Examples from Franses (1998)
FrozenJuice Price of Frozen Orange Juice

-- G --

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?

-- H --

hatvalues.ivreg Methods for Instrumental-Variable Regression
HealthInsurance Medical Expenditure Panel Survey Data
HMDA Home Mortgage Disclosure Act Data
HousePrices House Prices in the City of Windsor, Canada

-- I --

ivreg Instrumental-Variable Regression Fitting Instrumental-Variable Regressions

-- J --

Journals Economics Journal Subscription Data

-- K --

KleinI Klein Model I

-- L --

linearHypothesis.tobit Tobit Regression
Longley Longley's Regression Data
lrtest.tobit Tobit Regression

-- M --

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
model.frame.tobit Tobit Regression
model.matrix.ivreg Methods for Instrumental-Variable Regression
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

-- N --

NaturalGas Natural Gas Data
NMES1988 Demand for Medical Care in NMES 1988
NYSESW Daily NYSE Composite Index

-- O --

OECDGas Gasoline Consumption Data
OECDGrowth OECD Macroeconomic Data
OlympicTV Television Rights for Olympic Games
OrangeCounty Orange County Employment

-- P --

Parade2005 Parade Magazine 2005 Earnings Data
PepperPrice Black and White Pepper Prices
PhDPublications Doctoral Publications
predict.ivreg Methods for Instrumental-Variable Regression
print.ivreg Instrumental-Variable Regression
print.summary.ivreg Methods for Instrumental-Variable Regression
print.summary.tobit Tobit Regression
print.tobit Tobit Regression
ProgramEffectiveness Program Effectiveness Data
PSID1976 Labor Force Participation Data
PSID1982 PSID Earnings Data 1982
PSID7682 PSID Earnings Panel Data (1976-1982)

-- R --

RecreationDemand Recreation Demand Data
ResumeNames Are Emily and Greg More Employable Than Lakisha and Jamal?

-- S --

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
summary.tobit Tobit Regression
SwissLabor Swiss Labor Market Participation Data

-- T --

TeachingRatings Impact of Beauty on Instructor's Teaching Ratings
TechChange Technological Change Data
terms.ivreg Methods for Instrumental-Variable Regression
tobit Tobit Regression
TradeCredit Trade Credit and the Money Market
TravelMode Travel Mode Choice Data

-- U --

UKInflation UK Manufacturing Inflation Data
UKNonDurables Consumption of Non-Durables in the UK
update.ivreg Methods for Instrumental-Variable Regression
update.tobit Tobit Regression
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)

-- V --

vcov.ivreg Methods for Instrumental-Variable Regression

-- W --

waldtest.tobit Tobit Regression
WeakInstrument Artificial Weak Instrument Data
WinkelmannBoes2009 Data and Examples from Winkelmann and Boes (2009)