The Grunfeld Data at 50

The Grunfeld Data at 50

This paper revisits Grunfeld's well-known investment data, one of the most widely used data sets in all of econometrics, on the occasion of their 50th anniversary. It presents, apparently for the first time after the publication of the original Chicago Ph.D. thesis, the full data set and points...

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Bibliographic Details
Main Authors: Kleiber, Christian, Zeileis, Achim
Format: Others
Language:en
Published: Department of Statistics and Mathematics, WU Vienna University of Economics and Business 2008
Subjects:
multiple-equation models / panel data / replication
Online Access:http://epub.wu.ac.at/464/1/document.pdf
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spelling ndltd-VIENNA-oai-epub.wu-wien.ac.at-epub-wu-01_e532017-02-28T05:22:38Z The Grunfeld Data at 50 Kleiber, Christian Zeileis, Achim multiple-equation models / panel data / replication This paper revisits Grunfeld's well-known investment data, one of the most widely used data sets in all of econometrics, on the occasion of their 50th anniversary. It presents, apparently for the first time after the publication of the original Chicago Ph.D. thesis, the full data set and points out errors and inconsistencies in several currently available versions. It also revisits a number of empirical studies from the literature of the last five decades. Department of Statistics and Mathematics, WU Vienna University of Economics and Business 2008 Paper NonPeerReviewed en application/pdf http://epub.wu.ac.at/464/1/document.pdf Series: Research Report Series / Department of Statistics and Mathematics http://epub.wu.ac.at/464/
collection NDLTD
language en
format Others
sources NDLTD
topic multiple-equation models / panel data / replication
spellingShingle multiple-equation models / panel data / replication
Kleiber, Christian
Zeileis, Achim
The Grunfeld Data at 50
description This paper revisits Grunfeld's well-known investment data, one of the most widely used data sets in all of econometrics, on the occasion of their 50th anniversary. It presents, apparently for the first time after the publication of the original Chicago Ph.D. thesis, the full data set and points out errors and inconsistencies in several currently available versions. It also revisits a number of empirical studies from the literature of the last five decades. === Series: Research Report Series / Department of Statistics and Mathematics
author Kleiber, Christian
Zeileis, Achim
author_facet Kleiber, Christian
Zeileis, Achim
author_sort Kleiber, Christian
title The Grunfeld Data at 50
title_short The Grunfeld Data at 50
title_full The Grunfeld Data at 50
title_fullStr The Grunfeld Data at 50
title_full_unstemmed The Grunfeld Data at 50
title_sort grunfeld data at 50
publisher Department of Statistics and Mathematics, WU Vienna University of Economics and Business
publishDate 2008
url http://epub.wu.ac.at/464/1/document.pdf
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AT zeileisachim thegrunfelddataat50
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