Econometric books

Description

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
• Housing : Sales Prices of Houses in the City of Windsor
• NaturalPark : Willingness to Pay for the Preservation of the Alentejo Natural Park
• Tobacco : Households Tobacco Budget Share