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Heij, De Boer, Franses, Kloek, and Van Dijk: Econometric Methods with Applications in Business and Economics
About the data sets
About the data setsThe Data Appendix in the book describes the topic of each data set, the type of data, the source of the data, the meaning of the variables, and a list of examples and exercises where the data are used in the book.
File types
The data files are provided in three formats:
:: text files (in ASCII format, files with extension .asc)
:: Excel files (Microsoft Excel 2000, files with extension .xls)
:: EViews files (EViews version 3.1, Quantitative Micro Software, files with extension .wf1)
Many browsers will open these files in the browser window when you left-click on them. In order to download a data set to open it in another, more appropriate program such as Excel or EViews, right-click the link and choose "Save Target As...". Save the file to your computer, and then open it in the program in which you wish to use the data.
Simulated data
Apart from the data files mentioned in the Data Appendix of the book, there are some simulated data sets that are used in the exercises. These are:
:: xr412sim (for Exercise 4.12)
:: xr523sim (for Exercise 5.23)
:: xr610sim (for Exercise 6.10)
:: xmA01sim (for Exercise in Appendix, Section A.9)
Notes on certain data files
| xm601dmf | contains 1000 observations, with 75 missing values for the variable age, leaving 925 observations for analysis |
| xm604bwa | contains data for all 474 employees; in Examples 6.4 and 6.5 the 258 data for male employees should be selected (in the EViews file the sample is already selected in this way) |
| xm608stu | two files, one for microeconomics and another for macroeconomics; these files contain the variables listed in Exhibit 6.12 in Example 6.8, and in addition the estimated bias correction terms (denoted by selcormicro and selcormacro) that are obtained in the first step (probit) of the Heckman method (the solution files for the probit estimates are not shown, the variables selcormicro and selcormacro can be constructed by estimating the corresponding probit models and by computing the bias correction terms as discussed in Example 6.8 steps (iii) and (iv)) |
| xr615stu | variable names are as shown in Exhibit 6.12 in Example 6.8 (with FRESHMAN instead of FGPA, FEMALE instead of FEM, SATMATH instead of SATM and SATVERB instead of SATV, these variables are related by SATMATH = 100*SATM and SATVERB = 100*SATV) |
| xr722smr | the data period is 1980.1-2000.3, in parts (a)-(e) only the data for 1980.1-1999.12 should be used (in the EViews file the sample is selected accordingly) |
| xr723exr | the solution only uses the data over the period 1975.01-1994.12, values prior to 1975.01 are not used; the solutions can be obtained from the data file xr723exr (that contains data for the period 1957.01-1998.04) by first truncating the range to the period 1975.01-1994.12 |
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