Greene W.H. Econometric Analysis

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APPENDIX F

✦

Data Sets Used in Applications

1109

APPENDIX F

DATA SETS USED IN

APPLICATIONS

The following data sets are used in the examples and applications in the text. With the exception

of the Bertschek and Lechner ﬁle, the data sets themselves can be downloaded either from the

Web site for this text, pages.stern.nyu.edu/∼wgreene/Text/econometricanalysis.htm, or from the

URLs to the publicly accessible archives indicated as “Location.” The points in the text where

the data are used for examples or suggested exercises are noted as “Uses.”

TABLE F1.1

Consumption and Income, 10 Yearly Observations, 2000–2009

Source: Economic Report of the President, 1987, Council of Economic Advisors

Location: Text Web site

Use: Example 1.2

TABLE F2.1

Consumption and Income, 11 Yearly Observations, 1940–1950

Source: Economic Report of the President, U.S. Government Printing Ofﬁce, Washington, D.C., 1983

Location: Text Web site

Uses: Examples 2.1, 3.2, 16.3

TABLE F2.2

The U.S. Gasoline Market, 52 Yearly Observations 1953–2004

Source: The data were compiled by Professor Chris Bell, Department of Economics, University of North

Carolina, Asheville. Sources: www.bea.gov and www.bls.gov.

Location: Text Web site

Uses: Examples 2.3, 4.2, 4.4, 4.8, 4.9, 6.9, 15.4, 20.2

Sections 6.4, 20.9.2

Applications 4.1, 5.3, 7.5, 7.6

TABLE F3.1

Investment, 15 Yearly Observations, 1968–1982

Source: Economic Report of the President, U.S. Government Printing Ofﬁce, Washington, D.C., 1983

Location: Text Web site

Uses: Examples 3.1, 3.3

Section 3.2.2

Exercise 3.12

TABLE F3.2

Koop and Tobias Labor Market Experience, 17,919 Observations

Source: Koop and Tobias (2004)

Location: Journal of Applied Econometrics data archive,

http://www.econ.queensu.ca/jae/2004-v19.7/koop-tobias/.

Uses: Example 15.16

Applications 3.1, 5.1, 6.1, 6.2

1110

PART VI

✦

Appendices

TABLE F4.1

Auction Data for Monet Paintings, 430 Observations

Source: Author

Location: Text Web site

Uses: Examples 4.5, 4.10, 5.1, 5.8, 6.2, 11.2

Section 4.7.6

Exercise 4.17

TABLE F4.2

The Longley Data, 15 Yearly Observations, 1947–1962

Source: Longley (1967)

Location: Text Web site

Use: Example 4.11

TABLE F4.3

Movie Buzz Data, 62 Observations

Source: Author

Location: Text Web site

Uses: Examples 4.12, 6.3

TABLE F4.4

Cost Function, 158 1970 Cross-Section Firm Level Observations

Note: The ﬁle contains 158 observations. Christensen and Greene used the ﬁrst 123. The extras are the holding

companies. Use only the ﬁrst 123 observations to replicate Christensen and Greene.

Source: Christensen and Greene (1976)

Location: Text Web site

Uses: Examples 7.11, 7,12

Applications 4.2, 5.2, 7.4, 10.1, 19.4

TABLE F5.1

Labor Supply Data from Mroz (1987), 753 Observations

Source: 1976 Panel Study of Income Dynamics, Mroz (1987)

Location: Text Web site

Uses: Examples 5.2, 5.5, 6.1, 17.1, 17.8, 17.10, 19.11

Applications 19.2, 19.3

TABLE F5.2

Macroeconomics Data Set, Quarterly, 1950I to 2000IV

Source: Department of Commerce, BEA Web site, and www.economagic.com

Location: Text Web site

Uses: Examples 5.3, 5.6, 5.7, 7.4, 7.8, 8.7, 8.10, 14.7, 16.3, 20.1, 20.3, 20.4, 21.1, 21.2, 21.3, 21.4, 21.5

Applications 5.4, 10.3, 20.1, 20.3, 21.1, 21.2, 21.3

Section 21.2.4

TABLE F5.3

Production for SIC 33: Primary Metals, 27 Statewide Observations

Note: Data are per establishment, labor is a measure of labor input, and capital is the gross value of plant and

equipment. A scale factor used to normalize the capital ﬁgure in the original study has been omitted.

Further details on construction of the data are given in Aigner et al. (1977).

Source: Hildebrand and Liu (1957)

Location: Text Web site

Uses: Example 5.4

APPENDIX F

✦

Data Sets Used in Applications

1111

TABLE F6.1

Costs for U.S. Airlines, 90 Total Observations on 6 Firms for

1970–1984

Note: These data are a subset of a larger data set provided to the author by Professor Moshe Kim.

Source: Christensen Associates of Madison, Wisconsin

Location: Text Web site

Uses: Examples 6.4, 9.4, 14.6

Applications 9.2, 11.2

TABLE F6.2

Cost Function, 145 U.S. Electricity Producers, Nerlove’s 1955

Data

Note: The data ﬁle contains several extra observations that are aggregates of commonly owned ﬁrms. Use

only the ﬁrst 145 for analysis.

Sources: Nerlove (1960) and Christensen and Greene (1976)

Location: Text Web site

Uses: Example 6.6

Section 10.5.1

TABLE F6.3

World Health Organization Panel Data, 840 Total Observations

Note: Variables marked * were updated with more recent sources in Greene (2004a). Missing values for some

of the variables in this data set are ﬁlled by using ﬁtted values from a linear regression.

Sources: The World Health Organization [Evans et al. (2000) and www.who.int]

Location: Text Web site

Uses: Examples 6.10, 11.4

TABLE F6.4

Solow’s Technological Change Data, 41 Yearly Observations,

1909–1949

Source: Solow (1957, p. 314). Several variables are omitted

Location: Text Web site

Use: Application 6.3

TABLE F7.1

German Health Care Data, Unbalanced Panel, 7,293 Individuals,

27,326 Observations

Notes: In the applications in the text, the following additional variables are used:

NUMOBS = Number of observations for this person. Repeated in each row of data.

NEWHSAT = HSAT; 40 observations on HSAT recorded between 6 and 7 were changed to 7.

Frequencies are 1 = 1525, 2 = 1079, 3 = 825, 4 = 926, 5 = 1051, 6 = 1000, 7 = 887.

Source: Riphahn et al. (2003)

Location: Journal of Applied Econometrics data archive,

http://qed.econ.queensu.ca/jae/2003-v18.4/riphahn-wambach-million/

Uses: Examples 7.6, 11.16, 11.17, 13.7, 14.5, 14.9, 14.10, 14.14, 14.17, 17.4, 17.5, 17.7, 17.11, 17.13, 17.15, 17.16,

17.17, 17.18, 17.19, 17.20, 18.4, 18.6, 18.7, 18.10, 18.12, 19.13

Section 14.9.5

Applications 14.1, 18.2, 18.3, 18.4

TABLE F7.2

Statewide Data on Transportation Equipment Manufacturing, 25

Observations

Note: “Value added,” “Capital,” and “Labor” in millions of 1957 dollars. Data used in regression examples

are per establishment. Totals are used for the stochastic frontier application in Chapter 19.

Source: Zellner and Revankar (1970, p. 249)

Location: Text Web site

Uses: Example 7.9

Applications 7.1, 7.2

1112

PART VI

✦

Appendices

TABLE F7.3

Expenditure and Default Data, 13,444 Observations

Source: Greene (1992)

Location: Text Web site

Uses: Examples 7.10, 9.1, 17.9, 17.22, 18.8, 18.11

TABLE F8.1

Cornwell and Rupert, Labor Market Data, 595 Individuals, 7 years

Source: See Cornwell and Rupert (1988)

Location: Web site for Baltagi (2005), http://www.wiley.com/legacy/wileychi/baltagi/supp/WAGES.xls

Location (ASCII form): Text Web site

Uses: Examples 8.5, 8.6, 8.8, 11.1, 11.3, 11.5, 11.6, 11.7, 11.8, 11.9, 11.11, 11.15, 14.11, 15.6, 15.12

Applications 8.1, 15.1

TABLE F9.1

Income and Expenditure Data. 100 Cross-Section Observations

Source: Greene (1992)

Location: Text Web site

Uses: Examples 9.1, 9.2, 9.3

TABLE F9.2

Baltagi and Grifﬁn Gasoline Data, 18 OECD Countries, 19 Years

Source: See Baltagi and Grifﬁn (1983) and Baltagi (2005)

Location: Web site for Baltagi (2005), http://www.wiley.com/legacy/wileychi/baltagi/supp/Gasoline.dat

Uses: Example 9.5

TABLE F10.1

Munnell Productivity Data, 48 Continental U.S. States, 17

years,1970–1986

Sources: Munnell (1990) and Baltagi (2005)

Location: Web site for Baltagi (2005), http://www.wiley.com/legacy/wileychi/baltagi/supp/PRODUC.prn

Uses: Examples 10.1, 11.19, 14.12, 15.13, 15.15

TABLE F10.2

Manufacturing Costs, U.S. Economy, 25 Yearly Observations,

1947–1971

Source: Berndt andWood (1975)

Location: Text Web site

Use: Example 10.3

TABLE F10.3

Klein’s Model I, 22 Yearly Observations, 1920–1941

Source: Klein (1950)

Location: Text Web site

Use: Example 10.6

TABLE F10.4

Grunfeld Investment Data, 200 Yearly Observations on 10 Firms

for 1935–1954

Sources: Grunfeld (1958) and Boot and deWitt (1960)

Location: Text Web site

Uses: Example 14.8

Applications 10.2., 11.1

APPENDIX F

✦

Data Sets Used in Applications

1113

TABLE F13.1

Dahlberg and Johanssen Expenditure Data, 265 Municipalities,

9Years

Location: Journal of Applied Econometrics data archive

http://qed.econ.queensu.ca/jae/2000-v15.4/dahlberg-johansson/dj-data.zip

Uses: Example 13.10

TABLE F14.1

Program Effectiveness, 32 Cross-Section Observations

Source: Spector and Mazzeo (1980)

Location: Text Web site

Uses: Examples 14.15, 14.16, 17.3

Section 16.6

TABLE F15.1

Bertschek and Lechner Binary Choice Data, Balanced Panel, 5

years, 1,270 ﬁrms

Source: Bertcshek and Lechner (1998)

Location: These data are proprietary and may not be redistributed

Uses: Examples 15.17, 17.23

Section 12.4.1

TABLE F17.1

Burnett Analysis of Liberal Arts College Gender Economics

Courses, 132 Observations

Source: Burnett (1997). Data provided by the author

Location: Text Web site

Use: Example 17.21

TABLE F17.2

Fair,

Redbook

Survey on Extramarital Affairs, 6,366 Observations

Source: Fair (1978), data provided by the author.

Location: Text Web site

Uses: Example 19.6

Applications 17.1, 18.1, 18.2

TABLE F18.1

Fair’s (1977) Extramarital Affairs Data, 601 Cross-Section

Observations

Note: Several variables not used are denoted X1,...,X5.

Source: Fair (1977)

Location: http://fairmodel.econ.yale.edu/rayfair/pdf/1978ADAT.ZIP

Location: Text Web site

Uses: Examples 18.1, 18.9, 19.6

Application 19.1

TABLE F18.2

Data Used to Study Travel Mode Choice, 840 Observations, on

4 Modes for 210 Individuals

Source: Greene and Hensher (1997)

Location: Text Web site

Uses: Sections 18.2.9, 18.2.10

TABLE F18.3

Ship Accidents, 40 Observations, 5 Types, 4 Vintages, and 2

Service Periods

Source: McCullagh and Nelder (1983)

Location: Text Web site

Use: Applications 6.4, 18.5

1114

PART VI

✦

Appendices

TABLE F19.1

Filippini, Farsi, Greene, Swiss Railroads Data, Unalanced Panel

50 Firms, 605 Observations

Source: Authors

Location: Text Web site

Use: Example 19.3

TABLE F19.2

Strike Duration Data, 63 Observations in 9 Years, 1968–1976

Source: Kennan (1985)

Location: Text Web site

Use: Example 19.8

TABLE F19.3

LaLonde (1986) Earnings Data, 2,490 Control Observations and

185 Treatment Observations

Note: We also scaled all earnings variables by 10,000 before beginning the analysis.

Source: LaLonde (1986)

Location: http://www.nber.org/%7Erdehejia/nswdata.htm. The two speciﬁc subsamples are in

http://www.nber.org/%7Erdehejia//psid controls.txt and

http://www.nber.org/%7Erdehejia/nswre74 treated.txt

Use: Example 19.15

TABLE F20.1

Bollerslev and Ghysels Exchange Rate Data, 1974 Daily

Observations

Source: Bollerslev (1986)

Location: Text Web site

Uses: Examples 20.5, 20.6

TABLE F21.1

Money, Output, Price Deﬂator Data, 136 Quarterly Observations,

1950–1983

Sources: National Income and Product Accounts, U.S. Department of Commerce, Bureau of Economic

Analysis, Survey of Current Business: Business Statistics

Location: Text Web site

Uses: Examples 21.1, 21.5

TABLE FC.1

Observations on Income and Education, 20 Observations

Source: Data are artiﬁcial

Location: Text Web site

Uses: Examples 6.7, 13.5, 14.4, 15.17, C.1, C.2

Section 14.6.6

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