Index.Source: Source
In Ecdat: Data Sets for Econometrics

Index.Source

R Documentation

Source

Description

Journal of Applied Econometrics data archive : http://qed.econ.queensu.ca/jae/
- Bids : Bids Received By U.S. Firms
- BudgetFood : Budget Share of Food for Spanish Households
- BudgetItaly : Budget Shares for Italian Households
- BudgetUK : Budget Shares of British Households
- Car : Stated Preferences for Car Choice
- Computers : Prices of Personal Computers
- Crime : Crime in North Carolina
- Doctor : Number of Doctor Visits
- Earnings : Earnings for Three Age Groups
- HI : Health Insurance and Hours Worked By Wives
- Housing : Sales Prices of Houses in the City of Windsor
- Males : Wages and Education of Young Males
- Mathlevel : Level of Calculus Attained for Students Taking Advanced Micro–economics
- MoneyUS : Macroeconomic Series for the United States
- MunExp : Municipal Expenditure Data
- OFP : Visits to Physician Office
- Oil : Oil Investment
- Participation : Labor Force Participation
- PatentsRD : Patents, R&D and Technological Spillovers for a Panel of Firms
- Train : Stated Preferences for Train Traveling
- Unemployment : Unemployment Duration
- University : Provision of University Teaching and Research
- Workinghours : Wife Working Hours
Journal of Business Economics and Statistics web site : https://amstat.tandfonline.com/loi/ubes20
- Benefits : Unemployment of Blue Collar Workers
- Catsup : Choice of Brand for Catsup
- Cracker : Choice of Brand for Crackers
- Kakadu : Willingness to Pay for the Preservation of the Kakadu National Park
- Ketchup : Choice of Brand for Ketchup
- LaborSupply : Wages and Hours Worked
- Mofa : International Expansion of U.S. MOFAs (majority–owned Foreign Affiliates in Fire (finance, Insurance and Real Estate)
- Somerville : Visits to Lake Somerville
- Tuna : Choice of Brand for Tuna
- Yogurt : Choice of Brand for Yogurts
Journal of Statistics Education's data archive : http://jse.amstat.org/jse_data_archive.htm
- Diamond : Pricing the C's of Diamond Stones
- FriendFoe : Data from the Television Game Show Friend Or Foe ?
Kenneth Train's home page : https://eml.berkeley.edu/~train/
- HC : Heating and Cooling System Choice in Newly Built Houses in California
- Heating : Heating System Choice in California Houses
- Mode : Mode Choice
Baltagi, Badi H. (2003) Econometric analysis of panel data, John Wiley and sons, https://www.wiley.com/legacy/wileychi/baltagi/
- Cigar : Cigarette Consumption
- Crime : Crime in North Carolina
- Gasoline : Gasoline Consumption
- Grunfeld : Grunfeld Investment Data
- Hedonic : Hedonic Prices of Census Tracts in Boston
- Produc : Us States Production
- Wages : Panel Data of Individual Wages
Cameron, A.C. and P.K. Trivedi (2005) Microeconometrics : methods and applications, Cambridge
- DoctorContacts : Contacts With Medical Doctor
- Fishing : Choice of Fishing Mode
- LaborSupply : Wages and Hours Worked
- MedExp : Structure of Demand for Medical Care
- PSID : Panel Survey of Income Dynamics
- PatentsHGH : Dynamic Relation Between Patents and R&D
- RetSchool : Return to Schooling
- StrikeDur : Strikes Duration
- Treatment : Evaluating Treatment Effect of Training on Earnings
- UnempDur : Unemployment Duration
- VietNamH : Medical Expenses in Vietnam (household Level)
- VietNamI : Medical Expenses in Vietnam (individual Level)
Cameron, A.C. and Trivedi P.K. (1998) Regression analysis of count data, Cambridge University Press, http://cameron.econ.ucdavis.edu/racd/racddata.html
- Bids : Bids Received By U.S. Firms
- DoctorAUS : Doctor Visits in Australia
- OFP : Visits to Physician Office
- PatentsHGH : Dynamic Relation Between Patents and R&D
- Somerville : Visits to Lake Somerville
- StrikeNb : Number of Strikes in Us Manufacturing
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press
- 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
- 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
- Accident : Ship Accidents
- Airline : Cost for U.S. Airlines
- Electricity : Cost Function for Electricity Producers
- 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://fhayashi.fc2web.com/hayashi_econometrics.htm
- DM : DM Dollar Exchange Rate
- Electricity : Cost Function for Electricity Producers
- Griliches : Wage Data
- 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
- 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
- Hmda : The Boston HMDA Data Set
- Journals : Economic Journals Data Set
- MCAS : The Massachusetts 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
- Airq : Air Quality for Californian Metropolitan Areas
- Benefits : Unemployment of Blue Collar Workers
- Bwages : Wages in Belgium
- Capm : Stock Market Data
- Clothing : Sales Data of Men's Fashion Stores
- Forward : 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
- Labour : 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
- PatentsRD : Patents, R&D and Technological Spillovers for a Panel of 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