Companion Website

Heij, De Boer, Franses, Kloek, and Van Dijk: Econometric Methods with Applications in Business and Economics

Data sets

Here you can go to the empirical data sets used in the examples and exercises in the book. The data are provided in three formats: ASCII, Excel, and EViews.

Read about the data sets or click on the chapters to get to the downloadable files. You can also choose to download all the data sets at once in one large zip file using the link on the left.

• About the data sets
  

  Important information about the data sets

• Chapter 1
  

  Review of Statistics

• Chapter 2
  

  Simple Regression

• Chapter 3
  

  Multiple Regression

• Chapter 4
  

  Non-Linear Methods

• Chapter 5
  

  Diagnostic Tests and Model Adjustments

• Chapter 6
  

  Qualitative and Limited Dependent Variables

• Chapter 7
  

  Time Series and Dynamic Models

• Chapter A: Appendix
  

  Matrix Methods

• Download all data sets
  

  A zip file containing all data sets