evReturn
(Package: erer) :
Estimating Abnormal Return from Event Analysis
Conduct an event analysis and estimate abnormal returns over time and across firms.
● Data Source:
CranContrib
● Keywords: regression
● Alias: evReturn, plot.evReturn, print.evReturn
●
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aiDiag
(Package: erer) :
Diagnostic Statitics for Static or Dynamic AIDS Model
Report a set of diagnostic statistics for static or dynamic AIDS models
● Data Source:
CranContrib
● Keywords: regression
● Alias: aiDiag
●
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aiStaFit
(Package: erer) :
Fitting a Static AIDS Model
Estimate a static AIDS model for a system.
● Data Source:
CranContrib
● Keywords: regression
● Alias: aiStaFit, print.aiFit
●
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bsStat
(Package: erer) :
Summary of Basic Statistics
Calcluate basic statistics of data.
● Data Source:
CranContrib
● Keywords: manip
● Alias: bsStat
●
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ocProb
(Package: erer) :
Probability trend for a continuous variable in an ordered choice model
This function computes the probability values for a continuous variable, based on an ordered choice model. Either an ordered probit or logit model can be used.
● Data Source:
CranContrib
● Keywords: regression
● Alias: ocProb, plot.ocProb, print.ocProb
●
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head
(Package: erer) :
Return the first or last part of time series data
Return the first of last parts of an object of time series data.
● Data Source:
CranContrib
● Keywords: methods
● Alias: head.ts, tail.ts
●
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bsTab
(Package: erer) :
Generating Pretty Statistical Tables
Format statistics from regressions into pretty outputs
● Data Source:
CranContrib
● Keywords: manip
● Alias: bsTab
●
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aiStaHau
(Package: erer) :
Conducting a Hausman Test on a Static AIDS Model
Conduct a Hausman test on a static AIDS model and report the result of likelihood ratio test.
● Data Source:
CranContrib
● Keywords: regression
● Alias: aiStaHau
●
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erer-package
(Package: erer) :
Empirical Research in Economics with R
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.
● Data Source:
CranContrib
● Keywords: package
● Alias: erer, erer-package
●
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listn
(Package: erer) :
Generate a list object with names
Generate a list object with names.
● Data Source:
CranContrib
● Keywords: manip
● Alias: listn
●
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