Data Directory

This directory contains the data files needed for assignments.

These data are for use with the exercises in the books

Russell Davidson and James G. MacKinnon, Econometric Theory and Methods, New York, Oxford University Press, 2004.

Here are the data files.

• ar1.data
• asymmetric.dat
• classical.data
• consumption.data
• consumption.csv
• count.data
• daily-crsp.data
• demand-supply.data
• e662.as1.dat
• earnings.data
• exponential.data
• hstarts.data
• intrates-m.data
• intrates-q.data
• money.data
• monthly-crsp.data
• mw.data
• nonnested.data
• participation.data
• partlin.data
• tbrate.data
• tbrate.csv

URL: http://russell-davidson.arts.mcgill.ca/data