Chapter 10 Models Based on Panel Data Datasets (complete)
The dat files contain the data in raw (ASCII) format. The txt files contain short explanations and summary statistics. The wf1 files are in Eviews format, and dta files are in Stata format. Please contact the author at mverbeek@rsm.nl if you experience any problems downloading these files. (There are no data for Chapters 1 and 6.)
Chapter 2 An Introduction to Linear Regression
wages in the USA: wages1.dat, wages1.txt, wages1.wf1, wages1.dta CAPM/industry returns: capm.dat, capm.txt, capm.wf1, capm.dta Madoff returns: madoff.dat, madoff.txt, madoff.wf1, madoff.dta asset pricing: assets.dat, assets.txt, assets.wf1, assets.dta
Chapter 3 Interpreting and Comparing Regression Models
house prices in Canada: housing.dat, housing.txt, housing.wf1, housing.dta forecasting S&P500 returns: predictsp.dat, predictsp.txt, predictsp.wf1, predictsp.dta wages in Belgium: bwages.dat, bwages.txt, bwages.wf1, bwages.dta fashion stores: clothing.dat, clothing.txt, clothing.wf1, clothing.dta male wages: males1987.dat, males1987.txt, males1987.wf1, males1987.dta
Chapter 4 Heteroskedasticity and Autocorrelation
labour demand: labour2.dat, labour2.txt, labour2.wf1, labour2.dta icecream consumption: icecream.dat, icecream.txt, icecream.wf1, icecream.dta foreign exchange markets: forward2.dat, forward2.txt, forward2.wf1, forward2.dta air quality: airq.dat, airq.txt, airq.wf1, airq.dta
Chapter 5 Endogeneity, Instrumental Variables and GMM
returns to schooling: schooling.dat, schooling.txt, schooling.wf1, schooling.dta intertemporal asset pricing: pricing.dat, pricing.txt, pricing.wf1, pricing.dta
Chapter 7 Models with Limited Dependent Variables
unemployment benefits: benefits.dat, benefits.txt, benefits.wf1, benefits.dta credit ratings: credit.dat, credit.txt, credit.wf1, credit.dta willingness to pay: wtp.dat, wtp.txt, wtp.wf1, wtp.dta patents and R&D expenditures: patents.dat, patents.txt, patents.wf1, patents.dta expenditures on alcohol and tobacco: tobacco.dat, tobacco.txt, tobacco.wf1, tobacco.dta
Chapter 8 Univariate Time Series Models
stock prices and earnings: priceearnings.dat, priceearnings.txt, priceearnings.wf1, priceearnings.dta purchasing power parity: ppp2.dat, ppp2.txt, ppp2.wf1, ppp2.dta U.S. inflation: inflation.dat, inflation.txt,inflation.wf1, inflation.dta term structure of interest rates: irates.dat, irates.txt, irates.wf1, irates.dta daily exchange rates: usd.dat, usd.txt, usd.wf1, usd.dta daily returns: sp500.dat, sp500.txt, sp500.wf1, sp500.dta quarterly income: income.dat, income.txt, income.wf1, income.dta Madoff returns: madoff.dat, madoff.txt, madoff.wf1, madoff.dta (duplicate from Chapter 2)
Chapter 9 Multivariate Time Series Models
spurious regression data: spurious.dat, spurious.txt, spurious.wf1, spurious.dta purchasing power parity: ppp2.dat, ppp2.txt, ppp2.wf1, ppp2.dta (duplicate from Chapter 8). money demand and inflation: money.dat, money.txt, money.wf1, money.dta quarterly income: income.dat, income.txt, income.wf1, income.dta (duplicate from Chapter 8)
Chapter 10 Models Based on Panel Data
NLS individual male wages: males.dat, males.txt, males.dta capital structure: debtratio.dat, debtratio.txt, debtratio.dta female labour supply: femalelabour.dat, femalelabour.txt, femalelabour.dta
Date: 2016-03-03 ; view: 787
