Applied Econometrics with R
Data and Examples from Baltagi (2002)
Data and Examples from Cameron and Trivedi (1998)
Stock and Watson CPS Data Sets
Dispersion Test
Data and Examples from Franses (1998)
Data and Examples from Greene (2003)
Fitting Instrumental-Variable Regressions
Instrumental-Variable Regression
Data and Examples from Stock and Watson (2007)
Methods for Instrumental-Variable Regression
Tobit Regression
Data and Examples from Winkelmann and Boes (2009)
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.)