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Econometric books
Description
Baltagi, Badi H. (2003) Econometric analysis of panel data, John Wiley and sons
Cigar : Cigarette Consumption
Gasoline : Gasoline Consumption
Grunfeld : Grunfeld Investment Data
Hedonic : Hedonic Prices of Cencus Tracts in Boston
Produc : Us States Production
Wages : Panel Datas of Individual Wages
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, http://www.econ.queensu.ca/ETM/
CRSPday : Daily Returns from the CRSP Database
CRSPmon : Monthly Returns from the CRSP Database
Consumption : Quarterly Data on Consumption and Expenditure
Doctor : Number of Doctor Visits
Earnings : Earnings for Three Age Groups
Hstarts : Housing Starts
Intratesm : Interest Rates (monthly)
Intratesq : Interest Rates (quarterly)
MW : Growth of Disposable Income and Treasury Bill Rate
Money : Money, GDP and Interest Rate in Canada
Participation : Labor Force Participation
Tbrate : Interest Rate, GDP and Inflation
Greene, W.H. (2003) Econometric Analysis, Prentice Hall, http://www.prenhall.com/greene/greene1.html
Accident : Ship Accidents
Airline : Cost for U.S. Airlines
Electricity : Cost Function for Electricity Producers, 1970
Fair : Extramarital Affairs Data
Grunfeld : Grunfeld Investment Data
Klein : Klein's Model I
Longley : the Longley Data
ManufCost : Manufacturing Costs
Metal : Production for SIC 33
ModeChoice : Data to Study Travel Mode Choice
Mroz : Labor Supply Data
MunExp : Municipal Expenditure Data
Nerlove : Cost Function for Electricity Producers, 1955
Solow : Solow's Technological Change Data
Strike : Strike Duration Data
TranspEq : Statewide Data on Transportation Equipment Manufacturing
Hayashi, F. (2000) Econometrics, Princeton University Press, http://www.e.u-tokyo.ac.jp/~hayashi/hayashi_econometrics.htm
DM : DM Dollar Exchange Rate
Electricity : Cost Function for Electricity Producers, 1970
Griliches : Wage Datas
LT : Dollar Sterling Exchange Rate
Mishkin : Inflation and Interest Rates
Mpyr : Money, National Product and Interest Rate
Nerlove : Cost Function for Electricity Producers, 1955
Pound : Pound-dollar Exchange Rate
SumHes : The Penn Table
Yen : Yen-dollar Exchange Rate
Stock, James H. and Mark W. Watson (2003) Introduction to Econometrics, Addison-Wesley Educational Publishers, http://wps.aw.com/aw_stockwatsn_economtrcs_1
CPSch3 : Earnings from the Current Population Survey
Caschool : The California Test Score Data Set
Cigarette : The Cigarette Consumption Panel Data Set
Fatality : Drunk Driving Laws and Traffic Deaths
Hdma : The Boston HDMA Data Set
Journals : Economic Journals Dat Set
MCAS : The Massashusets Test Score Data Set
Macrodat : Macroeconomic Time Series for the United States
Orange : The Orange Juice Data Set
Star : Effects on Learning of Small Class Sizes
Verbeek, Marno (2004) A guide to modern econometrics, John Wiley and Sons, http://www.econ.kuleuven.ac.be/GME
Airq : Air Quality for Californian Metropolitan Areas
Benefits : Unemployement of Blue Collar Workers
Bwages : Wages in Belgium
Capm2 : Stock Market Data
Clothing : Sales Data of Men's Fashion Stores
Forward2 : Exchange Rates of Us Dollar Against Other Currencies
Garch : Daily Observations on Exchange Rates of the Us Dollar Against Other Currencies
Housing : Sales Prices of Houses in the City of Windsor
Icecream : Ice Cream Consumption
IncomeUK : Seasonally Unadjusted Quarterly Data on Disposable Income and Expenditure
Irates : Monthly Interest Rates
Labour2 : Belgian Firms
Males : Wages and Education of Young Males
MoneyUS : Macroeconomic Series for the United States
NaturalPark : Willingness to Pay for the Preservation of the Alentejo Natural Park
PE : Price and Earnings Index
PPP : Exchange Rates and Price Indices for France and Italy
Patents : Number of Patents for International Manufacturig Firms
Pricing : Returns of Size-based Portfolios
SP500 : Returns on Standard & Poor's 500 Index
Schooling : Wages and Schooling
Tobacco : Households Tobacco Budget Share
Wages1 : Wages, Experience and Schooling
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