O Gasoline
T Gasoline consumption
f annual
U country
C OECD
s 1960
e 1978
n 18
t 19
A panel
E consumer behaviour
V country & a factor with 18 levels
V year & the year
V lgaspcar & logarithm of motor gasoline consumption per auto
V lincomep & logarithm of real per-capita income
V lrpmg & logarithm of real motor gasoline price
V lcarpcap & logarithm of the stock of cars per capita
S BALT/GRIF/83
B BALT/03

O Produc
T US states production
f annual
s 1970 
e 1986
n 48
t 17
V state & the state
V year & the year
V pcap & private capital stock
V hwy & highway and streets
V water & water and sewer facilities
V util & other public buildings and structures
V pc & public capital
V gsp & gross state products
V emp & labor input measured by the employement in non--agricultural payrolls
V unemp & state unemployment rate
U regional
C United States
A panel
B BALT/03
S MUNN/90
S BALT/PINN/95

O Wages
T Panel datas of individual wages
f annual
s 1976
e 1982
n 595
t 7
V exp & years of full-time work experience
V wks & weeks worked
V bluecol & blue collar ? 
V ind & works in a manufacturing industry ?
V south & resides in the south ?
V smsa & resides in a standard metropolitan statistical are ?
V married & married ?
V sexe & a factor with levels (male,female)
V union & individual's wage set by a union contract ?
V ed & years of education
V black & is the individual black ?
V lwage & logarithm of wage
S CORN/RUPE/88
S &Panel study of income dynamics
B BALT/03
E labor economics
A panel

O Cigar
T Cigarette consumption
s 1963
e 1992
t 30
n 46
U regional
C United States
A panel
E consumer behaviour
f annual
V state & state abbreviation
V year & the year
V price & price per pack of cigarettes
V pop & population
V pop16 & population above the age of 16
V cpi & consumer price index (1983=100)
V ndi & per capita disposable income
V sales & cigarette sales in packs per capita
V pimin & minimum price in adjoining states per pack of cigarettes
S BALT/LEVI/92
S BALT/GRIF/XION/00
B BALT/03


O Hedonic
T Hedonic prices of cencus tracts in Boston
f none
n 506
U regional
C United States
V mv & median value of owner--occupied homes
V crim & crime rate
V zn & proportion of 25,000 square feet residential lots
V indus & proportion of nonretail business acres
V chas & is the tract bounds the Charles River ?
V nox & annual average nitrogen oxide concentration in parts per hundred million
V rm & average number of rooms
V age & proportion of owner units built prior to 1940
V dis & weighted distances to five employment centers in the Boston area
V rad & index of accessibility to radial highways
V tax & full value property tax rate (\$/\$10,000)
V ptratio & pupil/teacher ratio
V blacks & proportion of blacks in the population
V lstat & proportion of population that is lower status
V townid & town identifier
S HARR/RUBI/78
S BESL/KUH/WELS/80
E urban and regional economics
B BALT/03

O Grunfeld
T Grunfeld Investment Data
D 100 yearly observations on 10 firms for 1935-1954
V firm & Observation
V year & Date
V inv & Gross Investment
V value & Value of the firm
V capital & Stock of plant and equipment
S &Moody's Industrial Manual, Survey of Current Business
B GREEN/03
R Table F13.1
B BALT/03
f annual
n 10
t 20
s 1935
e 1954
U production units
C United States
E producer behaviour
A panel
O Klein
T Klein's Model I
D 22 yearly observations, 1920-1941
V cons & Consumption
V profit & Corporate profits
V privwage & Private wage bill
V inv & Investment
V lcap & Previous year's capital stock
V gnp & *GNP
V pubwage & Government wage bill
V govspend & Government spending
V taxe & Taxes
B GREEN/03
R Table F15.1
S KLEIN/50
f annual
n
t 22
s 1920
e 1941
U country
C United States
E macroeconomics
A multiple-equations

O Longley
T The Longley Data
D 16 yearly observations, 1947-1962
V employ & Employment (1,000s)
V price & *GNP deflator
V gnp & Nominal GNP (millions)
V armed & Armed forces
S LONGL/67
B GREEN/03
R Table F4.2
f annual
n
t 16
s 1947
e 1962
U country
C United States
E macroeconomics

O Mroz
T Labor supply data
D from Mroz (1987)
V work & participation in 1975 ? a factor
V hoursw & Wife's hours of work in 1975
V child6 & Number of children less than 6 years old in household
V child618 & Number of children between ages 6 and 18 in household
V agew & Wife's age
V educw & Wife's educational attainment, in years
V hearnw & Wife's average hourly earnings, in 1975 dollars
V wagew & Wife's wage reported at the time of the 1976 interview  (not= 1975 estimated wage)
V hoursh & Husband's hours worked in 1975
V ageh & Husband's age
V educh & Husband's educational attainment, in years
V wageh & Husband's wage, in 1975 dollars
V income & Family income, in 1975 dollars
V educwm & Wife's mother's educational attainment, in years
V educwf & Wife's father's educational attainment, in years
V unemprate & Unemployment rate in county of residence, in percentage points
V city & lives in large city (SMSA) ? a factor
V experience & Actual years of wife's previous labor market experience
S MROZ/87
S &1976 Panel Study of Income Dynamics
B GREEN/03
R Table F4.1
f none
n 753
t
s
e
U individuals
C United States
E labor economics
A discrete and limited dependent variables


O MunExp
T Municipal Expenditure Data
D 
V id & Identification
V year & Date
V expend & Expenditure
V revenue & Revenue from taxes and fees
V grants & Grants from Central Government
S DAHLB/JOHAN/00
B GREEN/03
R Table F18.1
f annual
n 265
t 9
s 1979
e 1987
U regional
C Sweeden
E public economics
A panel

O ModeChoice
T Data to Study Travel Mode Choice
D 840 observations, on 4 modes for 210 individuals
V mode & Choice : air, train, bus or car
V ttme & Terminal waiting cost time, 0 for car
V invc & In vehicule cost-cost component
V invt & Travel time in vehicule
V gc & Generalized cost measure
V hinc & Household income
V psize & Party size in mode chosen
S GREEN/HENSH/97
B GREEN/03
R Table F21.2
f none
n 840
t
s
e
U individuals
C Australia
H sector
A discrete and limited dependent variables
E consumer behaviour

O Fair
T Extramarital Affairs Data
D 601 cross-section observations
V sexe & a factor with levels (male,female)
V age & Age
V ym & Number of years married
V child & Children ? a factor 
V religious & How religious, from 1 (anti) to 5 (very)
V education & Education
V occupation & Occupation, from 1 to 7, according to hollingshead classification (reverse numbering)
V rate & Self rating of mariage, from 1 (very unhappy) to 5 (very happy)
V nbaffairs & Number of affairs in past year
S FAIR/77
S &\url{http://fairmodel.econ.yale.edu/rayfair/pdf/1978A200.PDF}
B GREEN/03
R  Table F22.2
f none
n 601
t
s
e
U individuals
C United States
H society
A discrete and limited dependent variables
E socio-economics

O Metal
T Production for *SIC 33
D Primary metals, 27 statewide observations
V va & Output
V labor & Labor input
V capital & Capital input
S AIGNE/LOVEL/SCHMI/77
S HILDE/LIU/57
B GREEN/03
R Table F6.1
N Data are per etablisment, labor is a measure of labor input, and capital is the gross value of plant and equipment. A scale factor used to normalize the capital figure in the original study has been omitted. Further details on construction of the data are given in Aigner et al. (1977) and in Hildebrand and Liu (1957)
f none
n 27
t 
s
e
U regional
C United States
H sector
A
E producer behaviour

O Strike
T Strike Duration Data
D 62 observations in 9 years, 1968-1976
V duration & Strike duration in days
V prod & Unanticipated output
S KENNA/85
B GREEN/03
R Table F22.1
f none
n 62
t
s 1968
e 1976
U
C United States
H society
A discrete and limited dependent variables
E labor economics

O TranspEq
T Statewide Data on Transportation Equipment Manufacturing
D 25 Observations
V state & state name
V va & Output
V capital & Capital input
V labor & Labor input
V nfirm & Number of firms
S ZELLN/REVAN/70
B GREEN/03
N \dQuote{va}, \dQuote{capital} and \dQuote{labor} are in millions of 1957 dollars. Data used for regression examples are per etablishment. Raw data are used in stochastic frontier application in chapter 16
R Table F9.2
f none
n 25
t
s
e
U regional
C United States
H sector
A
E producer behaviour

O ManufCost
T Manufacturing Costs
D U.S. economy, 25 yearly observations, 1947-1971
V cost & Cost index
V sk & Capital cost share
V sl & Labor cost share
V se & Energy cost share
V sm & Materials cost share
V pk & Capital price
V pl & Labor price
V pe & Energy price
V pm & Materials price
S BERND/WOOD/75
B GREEN/03
R Table F14.1
f annual
n
t 25
s 1947
e 1971
U country
C United States
H Sector
A multiple-equations
E producer behaviour

O Solow
T Solow's Technological Change Data
D 41 annual observations, 1909-1949
V q & Output
V k & Capital/labor ratio
V A & Index of technology
S SOLOW/57
N Several variables are omitted
B GREEN/03
R Table F7.2
f annual
n
t 41
s 1909
e 1949
U country
C United States
H Macroeconomics
A
E macroeconomics


O Accident
T Ship Accidents
D 40 observations on 5 types in 4 vintages and 2 service periods
V type & Ship type, a factor with levels (A,B,C,D,E)
V constr & year constructed, a factor with levels (C6064,C6569,C7074,C7579)
V operate & year operated, a factor with levels (O6074,O7579)
V months & Measure of service amount
V acc & Accidents
S MCCUL/NELDE/83
B GREEN/03
R Table F21.3
f none
n 40
t
s
e
U
C
H sector
A discrete and limited dependent variables
E producer behaviour

O Airline
T Cost for *U.S. Airlines
D 90 observations on 6 firms for 1970-1984
V airline & Airline
V year & Year
V cost & Total cost, in \$1,000
V output & Output, in revenue passenger miles, index number
V pf & Fuel price
V lf & Load factor, the average capacity utilization of the fleet
N These data are a subset of a larger data set provided to the author by Professor Moshe Kim. They were originally constructed by Christensen Associates of Madison, Wisconsin
B GREEN/03
R Table F7.1
f annual
n 6
t 15
s 1970
e 1984
U production units
C United States
H sector
A panel

O Electricity
T Cost function for  Electricity Producers, 1970
D 123 1970 cross-section firm level observations
V cost & Total cost
V q & Total output
V pl & Wage rate
V sl & Cost share for labor
V pk & Capital price index
V sk & Cost share for capital
V pf & Fuel price
V sf & Cost share for fuel
S CHRIS/GREEN/76
N Note the file contains some extra observations. These are holding companies. Use only the first 123 observations to replicate Christensen and Greene
B GREEN/03
R chapter 4, 317-320
B HAYAS/00
R chapter 1, 76-84
f none
n 158
t
s 1970
e 1970
U production units
C United States
H sector
A multiple-equations
E producer behaviour


O Nerlove
T Cost function for  Electricity Producers, 1955
D 1955, data Nerlove
V cost & Total cost
V output & Total output
V pl & Wage rate
V sl & Cost share for labor
V pk & Capital price index
V sk & Cost share for capital
V pf & Fuel price
V sf & Cost share for fuel
S NERLO/63
S CHRIS/GREEN/76
N The data file contains several extra observations that are aggregates of commonly owned firms. Use only the first 145 for analysis
B GREEN/03
R Table F14.2
B HAYAS/00
R chapter 1, 76-84
f none
n 159
t
s 1955
e 1955
U production units
C United States
H sector
A multiple-equations
E producer behaviour

O Tbrate
T Interest rate, *GDP and inflation
n
t 188
s 1950-1
e 1996-4
f quarterly
C Canada
U country
S &CANSIM database of Statistics Canada
B DAVID/MCKIN/04
R chapter 2
N r is a quarterly average of series B14001, y is the log of series D20463, pi is 400*(log(D20012/D20464))
V r & the 91-day Treasury Bill rate
V y & the log of real GDP
V pi &  the inflation rate
E macroeconomics

O Doctor
T Number of doctor visits
n 485
f none
s 1986
t
U individuals
V doctor & the number of doctor visits
V children & the number of children in the household
V access & is a measure of access to health care
V health & a measure of health status (larger positive numbers are  associated with poorer health)
S GURMU/97
N There are 485 observations, all from the AFDC part of the sample
B DAVID/MCKIN/04
R chapter 11
A discrete and limited dependent variables
E consumer behaviour
C United States

O Consumption
T Quarterly data on consumption and expenditure
V yd &  personal disposable income, 1986 dollars
V ce & Personal consumption expenditure, 1986 dollars
N All data are taken from the CANSIM database of Statistics Canada. YD is series D20111 times series D20464 over series D20103. CE is series D20464
n
t 200
s 1947-1
e 1996-4
f quarterly 
C Canada
H
A
U country
B DAVID/MCKIN/04
R chapter 1, 3, 4, 6, 9, 10, 14 and 15
E macroeconomics

O Participation
T Labor force participation
n 872
t
f none
C Switzerland
H
A discrete and limited dependent variables
U individuals
B DAVID/MCKIN/04
R chapter 11
S GERFIN/96
V lfp & labour force participation ? a factor
V lnnlinc & the log of nonlabour income
V age & age in years divided by 10
V educ & years of formal education
V nyc & the number of young children (younger than 7)
V noc &  number of older children
V foreign &   foreigner ? a factor
E labor economics

O Hstarts
T Housing starts
V hs &  the log of urban housing starts in Canada, not seasonally adjusted, CANSIM series J6001, converted to quarterly
V hssa & the log of urban housing starts in Canada, seasonally adjusted, CANSIM series J9001, converted to quarterly. Observations prior to 1966:1 are missing
n
t 168
f quarterly
s 1960-1
e 2001-4
C Canada
H
A
U country
B DAVID/MCKIN/04
R chapter 13


O Money
T Money, *GDP and interest rate in Canada
V m & log of the real money supply
V y & the log of GDP, in 1992 dollars, seasonally adjusted
V p & the log of the price level
V r & the 3-month treasury till rate
N m is the log of series B1629 (M1B), converted to quarterly, minus p. y is the log of series D14872. p is the log of series D14840 divided by series D14872. r is series B14007, converted to quarterly
S &CANSIM Database of Statistics Canada
n
t 128
s 1967-1
e 1998-4
f quarterly
C Canada
H
A
U country
B DAVID/MCKIN/04
R chapter 7 and 8
E macroeconomics

O Earnings
T Earnings for three age groups
V age & age groups, a factor with levels (g1,g2,g3)
V y & average annual earnings, in 1982 US dollars
S MILLS/ZANDV/97
N They are average annual earnings in 1988 and 1989, in 1982 US dollars, for individuals in three age groups. See the paper for details
n 4266
t
f none
C United States
s 1988-1989
H
A
U individuals
B DAVID/MCKIN/04
R chapter 5 and 7
E labor economics

O MW
T Growth of disposable income and treasury bill rate
V rdi & the rate of growth of real U.S. disposable income, seasonally adjusted
V trate & the U.S. treasury bill rate
S MCKIN/WHITE/85
N Both series have been normalized, as described in the paper
n
t 50
f quarterly
s 1963-3
e 1975-4
C United States
H
A
U country
B DAVID/MCKIN/04
R chapter 5
E macroeconomics


O CRSPmon
T Monthly returns from the *CRSP database
V ge & the return for General Electric, Permno 12060
V ibm &  the return for IBM, Permno 12490
V mobil & the return for Mobil Corporation, Permno 15966
V crsp &  the return for the CRSP value-weighted index, including  dividends
n
t 360
f monthly
s 1969-1
e 1998-12
C United States
H
A time--series
U production units
B DAVID/MCKIN/04
R chapter 13
N All data are taken from the CRSP monthly returns database created by the Center for Research in Security Prices of the University of Chicago. They are provided, with the permission of the Center for Research in Security Prices, solely for the purpose of doing exercises from "Econometric Theory and Methods" by Russell Davidson and James G. MacKinnon.
S &Center for Research in Security Prices, Graduate School of  Business, University of Chicago,  725 South Wells - Suite 800,  Chicago, Illinois  60607,  \url{http://www.crsp.com}
E finance

O CRSPday
T Daily returns from the *CRSP database
V year & the year
V month & the month
V day & the day
V ge & the return for General Electric, Permno 12060
V ibm &  the return for IBM, Permno 12490
V mobil & the return for Mobil Corporation, Permno 15966
V crsp &  the return for the CRSP value-weighted index, including  dividends
n
t 2528
f daily
s 1969-1-03
e 1998-12-31
C United States
H
A time--series
U production units
B DAVID/MCKIN/04
R chapter 7, 9 and 15
N All data are taken from the CRSP daily returns database created by the Center for Research in Security Prices of the University of Chicago. They are provided, with the permission of the Center for Research in Security Prices, solely for the purpose of doing exercises from "Econometric Theory and Methods" by Russell Davidson and James G. MacKinnon
S &Center for Research in Security Prices, Graduate School of  Business, University of Chicago,  725 South Wells - Suite 800,  Chicago, Illinois  60607,  \url{http://www.crsp.com}
E finance

O Intratesq
T Interest rates (quarterly)
V rff & the federal funds rate
V rt1 & the 1 year treasury bill rate
V rt3 & the 3 year treasury constant maturity rate
V rt10 & the 10 year treasury constant maturity rate
n
t 188
f quarterly
s 1955-1
e 2001-4
H
A time--series
C United States
U country
B DAVID/MCKIN/04
R chapter 13
E finance

O Intratesm
T Interest rates (monthly)
V rff & the federal funds rate
V rt1 & the 1 year treasury bill rate
V rt3 & the 3 year treasury constant maturity rate
V rt10 & the 10 year treasury constant maturity rate
n
t 564
f monthly
s 1955-1
e 2001-12
H
A time--series
C United States
U country
B DAVID/MCKIN/04
R chapter 13 and 14
E finance


O Mpyr
T Money, National Product and Interest Rate
V m & Natural log of M1
V p & Natural log of the net national product price deflator
V y & Natural log of the net national product
V r & The commercial paper rate in percent at an annual rate
S STOCK/WATSO/99
B HAYAS/00
R chapter 10, 665-667
f annual 
t 90
s 1900
e 1989
n 
U country
H macro
C United States
A time--series
E macroeconomics



O Griliches
T Wage Datas
D 758 observations at two points in time
V rns & residency in the southern states (first observation) ? a factor
V rns80 & same variable for 1980
V mrt & married  (first observation) ? a factor
V mrt80 & same variable for 1980
V smsa & residency in metropolan areas (first observation) ? a factor
V smsa80 & same variable for 1980
V med & Mother's education in years
V iq & *IQ score
V kww & Score on the ``knowledge of the world of work'' test
V year & Year of the observation
V age & Age (first observation)
V age80 & same variable for 1980
V school & completed years of schooling (first observation)
V school80 & same variable for 1980
V expr & Experience in years (first observation)
V expr80 & same variable for 1980
V tenure & Tenure in years (first observation)
V tenure80 & same variable for 1980
V lw & Log wage (first observation)
V lw80 & same variable for 1980
S BLACK/NEUMA/92
B HAYAS/00
R chapter 3, 250-256
f none
t 
s 1980
e 
n 758
U individuals
H Labor Economics
C United States
A
E labor economics

O Mishkin
T Inflation and Interest Rates
V pai1 & One-mounth inflation rate (in percent, annual rate)
V pai3 & Three-mounth inflation rate (in percent, annual rate)
V tb1 & One-mounth T-bill rate (in percent, annual rate)
V tb3 & Three-mounth T-bill rate (in percent, annual rate)
V cpi & *CPI for urban consumers, all items (the 1982-1984 average is set to 100)
S MISHK/92
B HAYAS/00
R chapter 2, 176-184
f monthly
t 491
s 1950-2
e 1990-12
n 
U country
H finance
C United States
A time--series
E macroeconomics

O DM
T *DM Dollar Exchange Rate
V date & The date of the observation (19850104 is January, 4, 1985)
V s & the ask price of the dollar in units of DM in the spot market on Friday of the current week
V f & the ask price of the dollar in units of DM in the 30-day forward market on Friday of the current week
V s30 & the bid price of the dollar in units of DM in the spot market on the delivery date on a current forward contract
S BEKAE/HODRI/93
B HAYAS/00
R chapter 6, 438-443
f weekly
t 778
s 1975
e 1989
n
U country
E finance
C Germany
A time--series

O Pound
T Pound-Dollar Exchange Rate
V date & The date of the observation (19850104 is January, 4, 1985)
V s & the ask price of the dollar in units of Pound in the spot market on Friday of the current week
V f & the ask price of the dollar in units of Pound in the 30-day forward market on Friday of the current week
V s30 & the bid price of the dollar in units of Pound in the spot market on the delivery date on a current forward contract
S BEKAE/HODRI/93
B HAYAS/00
R chapter 6, 438-443
f weekly
t 778
s 1975
e 1989
n
U country
E finance
C Germany
A time--series


O LT
T Dollar Sterling Exchange Rate
V s & dollar / sterling exchange rate
V uswpi & *US wholesale price index, normalized to 100 for 1914
V ukwpi & *US wholesale price index, normalized to 100 for 1914
S LOTHI/TAYLO/96
B HAYAS/00
R chapter 9, 613-621
f annual 
t 200
s 1791
e 1990
n 
U country
E finance
C United Kingdown
A time--series

O Yen
T Yen-Dollar Exchange Rate
V date & The date of the observation (19850104 is January, 4, 1985)
V s & the ask price of the dollar in units of Yen in the spot market on Friday of the current week
V f & the ask price of the dollar in units of Yen in the 30-day forward market on Friday of the current week
V s30 & the bid price of the dollar in units of Yen in the spot market on the delivery date on a current forward contract
S BEKAE/HODRI/93
B HAYAS/00
R chapter 6, 438-443
f weekly
t 778
s 1975
e 1989
n 
U country
E finance
C Japan
A time--series



O SumHes
T *The Penn Table
V year & the year
V country & the country name (factor)
V opec & *OPEC member ? a factor
V com & communist regime ? a  factor
V pop & Country's population (in thousands)
V gdp & real GDP per capita (in 1985 US dollars)
V sr & saving rate (in percent)
S SUMME/HESTO/91
B HAYAS/00
R chapter 5, 358-363
f annual 
t 26
s 1960
e 1985
n 125
U country
H macro
C World
A panel
E macroeconomics

O Airq
T Air quality for Californian metropolitan areas
V airq & indicator of air quality (the lower the better)
V vala & value added of companies (in thousands of dollars)
V rain & amount of rain (in inches)
V coas & is it a coastal area ? 
V dens & population density (per square mile)
V medi & average income per head (in US dollars)
B VERB/04
n 30
f none
U regional
C United States
E environmental economics
s 1972

O Housing
T Sales prices of houses in the city of Windsor
V price & sale price of a house
V lotsize & the lot size of a property in square feet
V bedrooms & number of bedrooms
V bathrms & number of full bathrooms
V stories & number of stories excluding basement
V driveway & does the house has a driveway ?  a factor 
V recroom & does the house has a recreational room ? a factor
V fullbase & does the house has a full finished basement ? a factor
V gashw & does the house uses gas for hot water heating ? a factor 
V airco & does the house has central air conditioning ? a factor 
V garagepl & number of garage places
V prefarea & is the house located in the preferred neighbourhood of the city ? a factor
n 546
s 1987
f none
C Canada
E urban and regional economics
S ANGL/GENC/96
B VERB/04
R chapter 3

O NaturalPark
T Willingness to pay for the preservation of the Alentejo Natural Park
V bid1 & initial bid, in euro
V bidh & higher bid
V bidl & lower bid
V answers & a factor with levels (nn,ny,yn,yy)
V age & age in 6 classes
V sexe & a factor with levels (male,female) 
V income & income in 8 classes
S NUNE/00
B VERB/04
U individuals
C Portugal
E environmental economics
n 312
s 1987
f none
N These data are kindly supplied by Paulo Nunes. It is a subsample of a larger data set used in his PhD thesis ("Contingent Valuation of the Benefits of Natural Areas and its Warmglow Component", PhD thesis 133, FETEW, KULeuven, Belgium, April 2000). 
R chapter 7

O Tobacco
T Households tobacco budget share
V occupation & a factor with levels (bluecol,whitecol,inactself), the last level being inactive and self-employed
V region & a factor with levels (flanders,wallon,brussels)
V nkids & number of kids of more than two years old
V nkids2 & number of kids of less than two years old
V nadults & number of adults in household
V lnx & log of total expenditures
V stobacco & budgetshare of tobacco
V salcohol & budgetshare of alcohol
V age & age in brackets (0-4)
S &National Institute of Statistics (NIS), Belgium
A discrete and limited dependent variables
B VERB/04
n 2724
R chapter 7
f none
U individuals
C Belgium
E consumer behaviour
s 1995-96

                                                   
O Males
T Wages and Education of Young Males
V nr & identifiant
V year & year
V school & years of schooling
V exper & years of experience (=age-6-school)
V union & wage set by collective bargaining ?
V race & a factor with levels (black,hisp,other)
V maried & maried ? (a factor)
V health & healph problem ? (a factor)
V wage & log of hourly wage
V industry & a factor with 12 levels
V occupation & a factor with 9 levels
V residence & a factor with levels (rural area, north east, nothern central, south)
S &National Longitudinal Survey (NLS Youth Sample)
S VELL/VERB/98
A panel
B VERB/04
n 545
t 8
f annual
U individuals
C Belgium
s 1980
e 1987
E labor economics
R chapter 10

O Benefits
T Unemployement of blue collar workers
n 4877
s 1982--1991
C United States
V stateur & state unemployment rate (in \%)
V statemb & state maximum benefit level
V state & state of residence code
V age & age in years
V tenure &   years of tenure in job lost
V joblost & a factor with levels (slack\_work,position\_abolished,seasonal\_job\_ended,other)
V nwhite & non-white ?
V school12 & more than 12 years of school ?
V sexe & a factor with levels (male,female) 
V bluecol & blue collar worker ?
V smsa & lives is smsa ?
V married & married ?
V dkids & has kids ?
V dykids & has young kids (0-5 yrs) ?
V yrdispl &  year of job displacement (1982=1,..., 1991=10)
V rr & replacement rate
V head & is  head of household ?
V ui &  applied for (and received) UI benefits ?
S MCCA/95
B VERB/04
U individuals
E labor economics
A discrete and limited dependent variables
R chapter 7


O Bwages
T Wages in Belgium 
n 1472
s 1994
f none
U individuals
C Belgium
V wage &  gross hourly wage rate in euro
V educ &  education level from 1 [low] to 5 [high]
V exper & years of experience
V sexe & a factor with levels (males,female)
B VERB/04
S &European Community Household Panel
E labor economics
R chapter 3

O Capm2
T Stock market data
f monthly
s 1960--01
e 2002--12
t 516
N All (excess) returns are in % per month. The riskfree rate (rf) is included, to allow computation of returns rather than excess returns. The January dummy is included for convenience. The returns are returns on returns on value-weighted stock portfolios using a classification of industries based on the 4-digit SIC code (which distinghuishes 17 different industries). Stocks are assigned to industries every June. 
V rfood & excess returns food industry
V rdur & excess returns durables industry
V rcon & excess returns construction industry
V rmrf & excess returns market portfolio
V rf & riskfree return
S &most of the above data are from Kenneth French's data library at\url{ http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data\_Library}
B VERB/04
E finance
R chapter 2
A time--series



O Clothing
T Sales data of men's fashion stores
s 1990
n 400
f none
C Netherland
V tsales & Annual sales in Dutch guilders 
V sales & sales per square meter
V margin & Gross-profit-margin
V nown & Number of owners (managers)
V nfull & Number of full-timers
V npart & Number of part-timers
V naux & Number of helpers (temporary workers)
V hoursw & Total number of hours worked
V hourspw & Number of hours worked per worker
V inv1 & Investment in shop-premises
V inv2 & Investment in automation.
V ssize & Sales floorspace of the store (in m2).
V start & year start of business
N 2,20 Dutch guilders is approximately 1 euro.
B VERB/04
R chapter 3
U production units
E producer behaviour


           
O Forward2
T Exchange rates of US dollar against other currencies
t 276
f monthly
s 1979--01
e 2001--12
S &Datastream                                                                   
V usdbp &  exchange rate USDollar/British Pound Sterling
V usdeuro &  exchange rate USDollar/euro 
V eurobp &  exchange rate euro/pound
V usdbp1 & 1 month forward rate USD/pound
V usdeuro1 & 1 month forward rate USD/euro
V eurobp1 & 1 month forward rate euro/pound
V usdbp3 & 3 month forward rate USD/pound
V usdeuro3 & month forward rate USD/euro
V eurobp3 & month forward rate euro/pound
N Pre-euro rates are based on exchange rates against the German mark.
B VERB/04
R chapter 4
A time--series
E finance

O Garch
T Daily observations on exchange rates of the US dollar against other currencies
f daily
t 1867
s 1980--01
e 1987--05--21
C World
U country
E finance
V date & date of observation (yymmdd)
V day & day of the week (a factor)
V dm & exchange rate dollar/Deutsch Mark
V ddm & dm-dm(-1)
V bp & exchange rate of d*ollar/British Pound
V cd & exchange rate of dollar/Canadian Dollar
V dy & exchange rate of dollar/Yen
V sf & exchange rate of dollar/Swiss Franc
N The data are irregalur because no observations are available for weekends and holidays. 
B VERB/04
R chapter 8
A time--series

O Icecream
T Ice Cream Consumption
f four--weekly
s 1951--03--18
e 1953--07--11
S HILD/LU/60
t 30
U country
C United States
V cons & consumption of ice cream per head (in pints);
V income & average family income per week (in US Dollars);
V price & price of ice cream (per pint);
V temp & average temperature (in Fahrenheit);
B VERB/04
E consumer behaviour
A time--series
R chapter 4


O IncomeUK
T Seasonally unadjusted quarterly data on disposable income and expenditure
f quarterly
s 1971--1
e 1985--2
t 58
C United Kingdown
U country
V income & total disposable income  (million pounds, current prices)
V consumption & consumer expenditure (million pounds, current prices)
B VERB/04
R chapters 8 and 9
A time--series

O Irates
T Monthly Interest Rates
S MCCU/KWON/93
s 1946--12
e 1991--02
t 531
f monthly
U country
C United--States
V r1 & interest rate for a maturity of 1 months  (\% per year). 
V r2 & interest rate for a maturity of 2 months  (\% per year). 
V r3 & interest rate for a maturity of 3 months  (\% per year). 
V r5 & interest rate for a maturity of 5 months  (\% per year). 
V r6 & interest rate for a maturity of 6 months  (\% per year). 
V r11 & interest rate for a maturity of 11 months  (\% per year). 
V r12 & interest rate for a maturity of 12 months  (\% per year). 
V r36 & interest rate for a maturity of 36 months  (\% per year). 
V r60 & interest rate for a maturity of 60 months  (\% per year). 
V r120 & interest rate for a maturity of 120 months  (\% per year). 
B VERB/04
A time--series
E finance
R chapter 8

O Labour2
T Belgian firms
n 569
s 1996
C Belgium
f none
U production units
V capital & total fixed assets, end of 1995 (in 1000000 euro)
V labour & number of workers (employment) 
V output & value added (in 1000000 euro)
V wage & wage costs per worker (in 1000 euro)
B VERB/04
R chapter 4
E labor economics
           
                                       
O MoneyUS
T Macroeconomic series for the United States
f quarterly
s 1954--01
e 1994--12
t 164
S HOFF/RASC/96
V m & log of real M1 money stock
V infl & quaterly inflation rate (change in log prices), \% per year
V cpr & commercial paper rate, \% per year
V y & log real GDP (in billions of 1987 dollars)
V tbr & treasury bill rate
B VERB/04
R chapter 9

O Patents
T Number of patents for international manufacturig firms
n 181
f none
s 1990--1991
V p91 & number of patents in 1991
V p90 & number of patents in 1990
V lr91 & log R&D expenditures 1991
V lr90 & log R&D expenditures 1990
V industry & a factor with levels (aerospace,chemistry,computer,machinery\_and\_instruments,motor\_vehicles)
V country & a factor with levels (japan,us,other)
S CINC/97
B VERB/04
U production units
R chapter 7
C world
A discrete and limited dependent variables
E producer behaviour


O PE
T Price and Earnings index
V price & S\&P composite stock price index
V earnings & S\&P composite earnings index
N The data are provided by Robert Shiller. 
t 132
f annual
s 1800
e 1931
B VERB/04
R chapter 8
S &Robert Shiller
A time--series
U country
C United States

O PPP
T Exchange rates and price indices for France and Italy
f monthly
s 1981--01
e 1996--06
t 186
S &Datastream
V lnit & log price index italy
V lnfr & log price index france
V lnx &  log exchange rate france/italy
V cpiit & consumer price index italy
V cpifr & consumer price index france
B VERB/04
U country
C France and Italy
A time--series
E finance
R chapters 8 and 9


O Pricing
T Returns of size-based portfolios
f monthly
s 1959--02
e 1993--11
t 418
V r1 & monthly return on portfolio 1 (small firms)
V r2 & monthly return on portfolio 2 
V r3 & monthly return on portfolio 3
V r4 & monthly return on portfolio 4 
V r5 & monthly return on portfolio 5 
V r6 & monthly return on portfolio 6 
V r7 & monthly return on portfolio 7 
V r8 & monthly return on portfolio 8 
V r9 & monthly return on portfolio 9 
V r10 & monthly return on portfolio 10 (large firms)
V rf & risk free rate (return on 3-month T-bill)
V cons & real per capita consumption growth based on total US personal consumption expenditures (nondurables and services)
N The portfolios are composed by the Center for Research in Security Prices (CRSP) and contain stocks listed at NYSE, divided into 10 size-based deciles. E.g. portfolio 1 contains the 10\% smallest firms listed at NYSE. 
B VERB/04
E finance
A time--series
R chapter 5
S &Center for research in security prices


O SP500
T Returns on Standard \& Poor's 500 index
f daily
s 1981--01
e 1991--04
t 2783
V r500 & daily return S\&P500 (change in log index)
B VERB/04

O Wages1
T Wages, Experience and Schooling
s 1987
n 3294
C United States
V exper & experience in years
V sexe & a factor with levels (male,female)
V school & years of schooling
V wage & wage (in 1980 \$) per hour
B VERB/04
U individuals
E labor economics


O Schooling
T Wages and Schooling
s 1976
n 3010
C United States
S &National Longitudinal Survey of Young Men (NLSYM) 
V smsa66 & lived in smsa in 1966 ?
V smsa76 & lived in smsa in 1976 ?
V nearc2 & grew up near 2-yr college ?
V nearc4 & grew up near 4-yr college ?
V nearc4a & grew up near 4-year public college ?
V nearc4b & grew up near 4-year private college ?
V ed76 & education in 1976
V ed66 & education in 1966
V age76 & age in 1976
V daded & dads education (imputed avg if missing)
V nodaded & dads education imputed ?
V momed & mothers education
V nomomed & moms education imputed ?
V momdad14 & lived with mom and dad at age 14 ?
V sinmom14 & single mom at age 14 ?
V step14 & step parent at age 14 ?
V south66 & lived in south in 1966 ?
V south76 & lived in south in 1976 ?
V lwage76 & log wage in 1976 (outliers trimmed)
V famed &  mom-dad education class (1-9)
V black & black ?
V wage76 & wage in 1976 (raw, cents per hour)
V enroll76 &  enrolled in 1976 ?
V kww & the kww score
V iqscore &  a normed IQ score
V mar76 & married in 1976 ?
V libcrd14 & library card in home at age 14 ?
V exp76 & experience in 1976
S CARD/95
B VERB/04
U individuals
E labor economics
R chapter 5
f none

O Caschool
T *The California test score data set
V distcod & disctric code
V county & county
V district & district
V grspan & grade span of district
V enrltot & total enrollment
V teachers & number of teachers
V calwpct & percent qualifying for CalWorks
V mealpct & percent qualifying for reduced-price lunch
V computer & number of computers
V testscr & average test score (read.scr+math.scr)/2
V compstu & computer per student
V expnstu & expenditure per student
V str & student teacher ratio
V avginc & district average income
V elpct & percent of English learners
V readscr & average reading score
V mathscr & average math score
S &California Department of Education \url{http://www.cde.ca.gov}
B STOCK/WATS/03
f none
n 420
t
s 1998-1999
e
U schools
C United States
H Education
E socio-economics
X data(Caschool) ; #Stock and Watson p.182 ; lm(testscr~str+elpct+mealpct+calwpct,data=Caschool) #Stock and Watson, p. 231 ; Caschool$HiEL=Caschool$elpct>=10 ; lm(testscr~str*HiEL+log(avginc)+mealpct,data=Caschool)


O CPSch3
T Earnings from the Current Population Survey
V year & survey year
V ahe & average hourly earnings
V sexe & a factor with levels (male,female)
S &Bureau of labor statistics, U.S. Departement of Labor \url{http://www.bls.gov}
B STOCK/WATS/03
f none
n 11130
t
s 1998
e
U individuals
C United States
E labor economics
X  data(CPSch3) ; # Stock and Watson, p.186 ; lm(ahe~sexe,subset=(year==1998),data=CPSch3)

O Macrodat
T Macroeconomic time series for the United States
V lhur & Unemployment Rate (Average of Months in Quarter)       
V punew & *CPI   (Average of Months in Quarter)       
V fyff & Federal Funds Interest Rate (Last Month in Quarter)       
V fygm3 & 3 Month Treasury Bill Interest Rate (Last Month in Quarter)       
V fygt1 & 1 Year Treasury Bond Interest Rate (Last Month in Quarter)       
V exruk & Dollar / Pound Exchange Rate (Last Month in Quarter)       
V gdpjp & Real GDP for Japan       
s 1959-1
e 2000-4
f quarterly
t 168
S &Bureau of Labor Statistics, OECD, Federal Reserve
B STOCK/WATS/03
U country
C United States
A time--series
E macroeconomics

O Orange
T *The orange juice data set
V priceoj & producer price for frozen orange juice
V pricefg & producer price index for finished goods
V fdd & freezing degree days (from daily minimimum temperature reacorded at Orlando area airports)
S &U.S. Bureau of Labor Statistics for PPIOJ and PWFSA, National Oceanic and Atmospheric Administration (NOAA) of the U.S Department of Commerce for FDD
B STOCK/WATS/03
f monthly
s 1948-01
e 2001-06
t 642
C United States
U country
A time--series
E producer behaviour

O Cigarette
T *The cigarette consumption panel data set
V state & state
V year & year
V cpi & consummer price index
V pop & state population
V packpc & number of packs per capita
V income & state personal income (total, nominal)
V tax & average state, federal, and average local excise taxes for fiscal year
V avgprs & average price during fiscal year, including sales taxes
V taxs & average excise taxes for fiscal year, including sales taxes
f annual
U regional
C United States
n 48
t 11
s 1985
e 1995
S &Professor Jonhatan Gruber, MIT
B STOCK/WATS/03
A panel
E consumer behaviour
X data(Cigarette) ; library(sem) ;  Cigarette$price=Cigarette$avgprs/Cigarette$cpi ; Cigarette$rinc=Cigarette$income/Cigarette$pop/Cigarette$cpi ; C85=subset(Cigarette,year==1985) ; C95=subset(Cigarette,year==1995) ; f=log(C95$packpc/C85$packpc)~log(C95$price/C85$price)+log(C95$rinc/C85$rinc) ; tsls(f,~log(C95$rinc/C85$rinc)+I(C95$tax-C85$tax)+I(C95$taxs-C85$taxs))

O Journals
T Economic journals dat set
V title & journal title
V pub & publisher
V society &  scholarly society ? a factor
V libprice & library subscription price
V pages & number of pages
V charpp & characters per page
V citestot & total number of citations
V date1 & year journal was founded
V oclc & number of library subscriptions
V field & field description
f none
n 180
s 2000
S &Professor Theodore Bergstrom of the Department of Economics at the University of California, San Diego
B STOCK/WATS/03
X # Stock and Watson, p.226 ; data(Journals) ; attach(Journals) ; age=2000-date1 ; char=pages*charpp/1E6 ; prcite=libprice/citestot ; lm(log(oclc)~log(prcite)+I(log(prcite)^2)+I(log(prcite)^3)+log(age)+log(prcite):log(age)+log(char))

O MCAS
T *The Massashusets test score data set
V code & district code (numerical)
V municipa & municipality (name)
V district & district name
V regday & spending per pupil, regular
V specneed & spending per pupil, special needs
V bilingua & spending per pupil, bilingual
V occupday & spending per pupil, occupational
V totday & spending per pupil, total
V spc & students per computer
V speced & special education students
V lnchpct & eligible for free or reduced price lunch
V tchratio & students per teacher
V percap & per capita income
V totsc4 & 4th grade score (math+english+science)
V totsc8 & 8th grade score (math+english+science)
V avgsalary & average teacher salary
V pctel & percent english learnersh
S &Massachusetts Comprehensive Assessment System (MCAS), Massachusets Department of Education, 1990 U.S. Census
f none
n 220
s 1997-1998
B STOCK/WATS/03
C United States
U schools
E socio-economics
X # Stock and Watson, p.258 ;  data(MCAS) ; lm(totsc4~tchratio+pctel+lnchpct+log(percap),data=MCAS)

O Hdma
T *The Boston *HDMA data set
Hdma=subset(z,select=c(dir,hir,lvr,mlvr,hlvr,ccs,mcs,pbcr,dmi,self,single,school,uria,comdominiom,black,deny))
V dir & debt payments to total income ratio
V hir & housing expenses to income ratio
V lvr & ratio of size of loan to assessed value of property
V ccs & consumer credit score from 1 to 6 (a low value being a good score) 
V mcs & mortgage credit score from 1 to 4 (a low value being a good score) 
V pbcr & public bad credit record ? a factor 
V dmi & denied mortgage insurance ? a factor
V self & self employed ? a factor
V single & is the applicant  single ? a factor
V uria & 1989 Massachusetts unemployment rate in the applicant's industry
V comdominiom &  is  unit  condominium ? a factor
V black & is the applicant black ? a factor
V deny & mortgage application denied ? a factor
S &Federal Reserve Bank of Boston
S MUNN/TOOT/96
f none
n 2381
s 1997-1998
B STOCK/WATS/03
C United States
A discrete and limited dependent variables
E producer behaviour
U individuals
X # Stock and Watson, p.317 ; data(Hdma) ; f=deny~black+dir+hir+I(lvr<=0.95 & lvr>=0.80)+I(lvr>=0.95)+ccs+mcs+pbcr+dmi+self ; glm(f,data=Hdma,family=binomial(link='probit'))

O Fatality
T Drunk driving laws and traffic deaths
V state & state ID code
V year & year
V mrall & traffic fatality rate (deaths per 10000)
V beertax & tax on case of beer
V mlda & minimum legal drinking age
V jaild & mandatory jail sentence ? a factor
V comserd & mandatory community service ? a factor
V vmiles & average miles per driver
V unrate & unemployment rate
V perinc & per capita personal income
S &Pr. Christopher J. Ruhm, Department of Economics, University of North Carolina
f annual
n 48
t 7
s 1982
e 1988
B STOCK/WATS/03
C United States
U regional
A panel
E socio-economics
X  #Stock and Watson, p.287 ; data(Fatality) ; Fatality$mand=(Fatality$jaild=='yes' | Fatality$comserd=='yes') ;  lm(mrall~beertax+mlda+mand+vmiles+unrate+log(perinc)+factor(state)+factor(year),data=Fatality)

O Star
T Effects on learning of small class sizes
V tmathssk & total math scaled score
V treadssk & total reading scaled score
V classk & type of class, a factor with levels (regular,small.class,regular.with.aide)
V totexpk & years of total teaching experience
V sexe & a factor with levels (boy,girl)
V freelunk & qualified for free lunch ? a factor
V race & a factor with levels (white,black,other)
V schidkn & school indicator variable
S &Project STAR \url{http://www.heros-inc.org/star.htm}
f none
n 5748
s 1985-89
B STOCK/WATS/03
C United States
E socio-economics
U individuals
X #Stock and Watson, p.395 ; data(Star) ; lm(I(tmathssk+treadssk)~classk+totexpk+sexe+freelunk+race+factor(schidkn),data=Star)

