Econometric Analysis, 4th Edition

Links to Data Tables

Fair's Psychology Today Data Survey data on extramarital affairs
Table A2.1 Matrix of macroeconomic data
Table A4.1 Hypothetical data on income and education
Table A5.1 Microeconomic data on income and credit card expenditure
Table A6.1 Data on the U.S. Gasoline market
Table A6.2 Yearly U.S. investment data
Table A6.3 U.S. yearly consumption and income data
Table A6.4 The Longley data
Exercise 6.15 Monopoly price and quantity data
Table A7.1 Statewide data on production of primary metals
Table A7.2 U.S. Yearly consumption and income data, 1950-1985
Table A8.1 Solow's technological change data
Table A9.1 Statewide dta on transportation equipment manufacturing
Table A10.1 Yearly data on output and money demand
Exercise 12.5 Simulated data from heteroscedastic regression
Table A13.1 U.S. yearly investment data
Table A14.1 Panel data, costs in the U.S. airline industry
Exercise 14.1 Simulated data for random/fixed effects regression
Exercise 14.9 Simulated data for random effects regression
Table A15.1 Grunfeld's investment data, 5 firms, 20 years
Table A15.1/GE & W GE&W=Grunfeld's data, GE and Westinghouse
Table A15.1/GM & C GM&C=Grunfeld's data, GM and Chrysler
Table A15.1/US US=Grunfeld's data, U.S. Steel
Table A15.2 Cost function data, U.S. electric power industry
Table A15.3 Manufacturing cost data, U.S., 1947-1971
Exercise 15.4 Simulated data for seemingly unrelated regressions
Table A16.1 Yearly data on U.S. agriculture
Table A16.2 Data for Klein's Model I
Table A17.1 Capital appropriations and expenditures data (Almon)
Table A17.2 U.S. quarterly data on consumption and income 1953-1984
Table A18.1 Monthly data on U.S. bond yields
Table A18.2 Money, output and price deflator, U.S., quarterly, 1950-1983
Table A19.1 Program effectiveness data (Spector/Mazzeo)
Table A19.2 Travel model discrete choice data
Table A19.3 Ship accident data for Poisson models
Exercise 19.6 Hypothetical data for binary choice models
Table A20.1 Strike duration and output data (Kennan)
All Tables