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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. <doi:10.1007/978-0-387-77318-6> (See the vignette "AER" for a package overview.)

Version: 1.2-12
Depends: R (≥ 3.0.0), car (≥ 2.0-19), lmtest, sandwich (≥ 2.4-0), survival (≥ 2.37-5), zoo
Imports: stats, Formula (≥ 0.2-0)
Suggests: boot, dynlm, effects, fGarch, forecast, foreign, ineq, KernSmooth, lattice, longmemo, MASS, mlogit, nlme, nnet, np, plm, pscl, quantreg, rgl, ROCR, rugarch, sampleSelection, scatterplot3d, strucchange, systemfit (≥ 1.1-20), truncreg, tseries, urca, vars
Published: 2024-02-03
Author: Christian Kleiber ORCID iD [aut], Achim Zeileis ORCID iD [aut, cre]
Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org>
License: GPL-2 | GPL-3
NeedsCompilation: no
Citation: AER citation info
Materials: NEWS
In views: Econometrics, Survival, TeachingStatistics, TimeSeries
CRAN checks: AER results

Documentation:

Reference manual: AER.pdf
Vignettes: Applied Econometrics with R: Package Vignette and Errata
Sweave Example: Linear Regression for Economics Journals Data

Downloads:

Package source: AER_1.2-12.tar.gz
Windows binaries: r-devel: AER_1.2-12.zip, r-release: AER_1.2-12.zip, r-oldrel: AER_1.2-12.zip
macOS binaries: r-release (arm64): AER_1.2-12.tgz, r-oldrel (arm64): AER_1.2-12.tgz, r-release (x86_64): AER_1.2-12.tgz, r-oldrel (x86_64): AER_1.2-12.tgz
Old sources: AER archive

Reverse dependencies:

Reverse depends: clusterSEs, gplm, rdd, rddtools
Reverse imports: apc, chantrics, civ, clespr, controlfunctionIV, ddml, dLagM, glm.predict, GLMpack, interflex, ivdoctr, ModTools, prodest, RCT2, rddapp, rdlocrand, REndo, scqe
Reverse suggests: agridat, assessor, broom, censReg, clarify, clubSandwich, cmtest, DeclareDesign, detectseparation, dfidx, DoubleML, dsem, estimatr, fixest, geex, ggeffects, ggparty, glmx, gmnl, huxtable, insight, ivmte, ivreg, LinRegInteractive, lmtest, marginaleffects, micEconCES, micsr, mlogit, mlt.docreg, modelsummary, modmarg, nonnest2, outreg, parameters, PartCensReg, PartialNetwork, partykit, performance, plm, prinvars, Rchoice, REEMtree, sandwich, ShiftShareSE, SpeTestNP, SSVS, survey, TSVC, vcdExtra, WALS, zoo
Reverse enhances: memisc, prediction, stargazer, texreg

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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