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Package ‘Ecdat’
April 17, 2009
Version 0.1-
Date 2006-10-
Title Data sets for econometrics
Author Yves Croissant yves.croissant@let.ish-lyon.cnrs.fr
Maintainer Yves Croissant yves.croissant@let.ish-lyon.cnrs.fr
Depends R (>= 1.8.0)
Suggests car, systemfit, sem, lmtest, sandwich
Description Data sets for econometrics
License GPL (>= 2)
URL http://www.r-project.org
Repository CRAN
Date/Publication 2006-10-11 10:24:
R topics documented:
Accident........................................... 4 Airline............................................ 5 Airq............................................. 6 Benefits........................................... 7 Bids............................................. 8 BudgetFood......................................... 9 BudgetItaly......................................... 10 BudgetUK.......................................... 11 Bwages........................................... 12 Capm............................................ 13 Car.............................................. 14 Caschool.......................................... 15 Catsup............................................ 16
2 R topics documented:
4 Accident
Treatment.......................................... 119 Tuna............................................. 120 UnempDur......................................... 121 Unemployment....................................... 122 University.......................................... 123 VietNamH.......................................... 124 VietNamI.......................................... 125 Wages............................................ 126 Wages1........................................... 127 Workinghours........................................ 128 Yen............................................. 129 Yogurt............................................ 130
Index 131
Accident Ship Accidents
Description
a cross-section number of observations : 40
Usage
data(Accident)
Format
A dataframe containing :
type ship type, a factor with levels (A,B,C,D,E) constr year constructed, a factor with levels (C6064,C6569,C7074,C7579) operate year operated, a factor with levels (O6074,O7579) months measure of service amount acc accidents
Source
McCullagh, P. and J. Nelder (1983) Generalized linear methods, New York:Chapman and Hall.
References
Greene, W.H. (2003) Econometric Analysis, Prentice Hall, http://www.prenhall.com/greene/ greene1.html, Table F21.3.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations
Airline 5
Airline Cost for U.S. Airlines
Description
a panel of 6 observations from 1970 to 1984
number of observations : 90
observation : production units country : United States
Usage
data(Airline)
Format
A dataframe containing :
airline airline
year year
cost total cost, in $1, output output, in revenue passenger miles, index number
pf fuel price
lf load factor, the average capacity utilization of the fleet
References
Greene, W.H. (2003) Econometric Analysis, Prentice Hall, http://www.prenhall.com/greene/ greene1.html, Table F7.1.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations, Index.Time.Series
Benefits 7
Benefits Unemployement of Blue Collar Workers
Description
a cross-section from 1972 number of observations : 4877 observation : individuals country : United States
Usage
data(Benefits)
Format
A time serie containing :
stateur state unemployment rate (in %) statemb state maximum benefit level state state of residence code age age in years tenure years of tenure in job lost joblost a factor with levels (slack_work,position_abolished,seasonal_job_ended,other) nwhite non-white? school12 more than 12 years of school? sex a factor with levels (male,female) bluecol blue collar worker? smsa lives is smsa? married married? dkids has kids? dykids has young kids (0-5 yrs)? yrdispl year of job displacement (1982=1,..., 1991=10) rr replacement rate head is head of household? ui applied for (and received) UI benefits?
Source
McCall, B.P. (1995) “The impact of unemployment insurance benefit levels on recipiency”, Journal of Business and Economic Statistics, 13 , 189–198.
8 Bids
References
Verbeek, Marno (2004) A guide to modern econometrics, John Wiley and Sons, http://www. econ.kuleuven.ac.be/GME, chapter 7. Journal of Business Economics and Statistics web site : http://www.amstat.org/publications/ jbes/.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations, Index.Time.Series
Bids Bids Received By U.S. Firms
Description
a cross-section number of observations : 126 observation : production units country : United States
Usage
data(Bids)
Format
A dataframe containing :
docno doc no. weeks weeks numbids count takeover delta (1 if taken over) bidprem bid Premium insthold institutional holdings size size measured in billions leglrest legal restructuring rearest real restructuring finrest financial restructuring regulatn regulation whtknght white knight
10 BudgetItaly
Source
Delgado, A. and Juan Mora (1998) “Testing non–nested semiparametric models : an application to Engel curves specification”, Journal of Applied Econometrics, 13(2), 145–162.
References
Journal of Applied Econometrics data archive : http://jae.wiley.com/jae/.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations
BudgetItaly Budget Shares for Italian Households
Description
a cross-section from 1973 to 1992 number of observations : 1729 observation : households country : Italy
Usage
data(BudgetItaly)
Format
A dataframe containing :
wfood food share whouse housing and fuels share wmisc miscellaneous share pfood food price phouse housing and fuels price pmisc miscellaneous price totexp total expenditure year year income income size household size pct cellule weight
BudgetUK 11
Source
Bollino, Carlo Andrea, Frederico Perali and Nicola Rossi (2000) “Linear household technologies”, Journal of Applied Econometrics, 15(3), 253–274.
References
Journal of Applied Econometrics data archive : http://jae.wiley.com/jae/.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations
BudgetUK Budget Shares of British Households
Description
a cross-section from 1980 to 1982 number of observations : 1519 observation : households country : United Kingdown
Usage
data(BudgetUK)
Format
A dataframe containing :
wfood budget share for food expenditure wfuel budget share for fuel expenditure wcloth budget share for clothing expenditure walc budget share for alcohol expenditure wtrans budget share for transport expenditure wother budget share for other good expenditure totexp total houshold expenditure (rounded to the nearest 10 UK pounds sterling) income total net houshold income (rounded to the nearest 10 UK pounds sterling) age age of household head children number of children
Source
Blundell, Richard, Alan Duncan and Krishna Pendakur (1998) “Semiparametric estimation and consumer demand”, Journal of Applied Econometrics, 13(5), 435–462.
Capm 13
Capm Stock Market Data
Description
monthly observations from 1960–01 to 2002–
number of observations : 516
Usage
data(Capm)
Format
A time serie containing :
rfood excess returns food industry rdur excess returns durables industry
rcon excess returns construction industry
rmrf excess returns market portfolio rf riskfree return
Source
most of the above data are from Kenneth French’s data library athttp://mba.tuck.dartmouth. edu/pages/faculty/ken.french/Data_Library.
References
Verbeek, Marno (2004) A guide to modern econometrics, John Wiley and Sons, http://www. econ.kuleuven.ac.be/GME, chapter 2.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations, Index.Time.Series
14 Car
Car Stated Preferences for Car Choice
Description
a cross-section number of observations : 4654 observation : individuals country : United States
Usage
data(Car)
Format
A dataframe containing :
choice choice of a vehicule amoung 6 propositions college college education? hsg2 size of household greater than 2? coml5 commulte lower than 5 miles a day? typez body type, one of regcar (regular car), sportuv (sport utility vehicule), sportcar, stwagon (station wagon), truck, van, for each proposition z from 1 to 6 fuelz fuel for proposition z, one of gasoline, methanol, cng (compressed natural gas), electric. pricez price of vehicule divided by the logarithme of income rangez hundreds of miles vehicule can travel between refuelings/rechargings accz acceleration, tens of seconds required to reach 30 mph from stop speedz highest attainable speed in hundreds of mph pollutionz tailpipe emissions as fraction of those for new gas vehicule sizez 0 for a mini, 1 for a subcompact, 2 for a compact and 3 for a mid–size or large vehicule spacez fraction of luggage space in comparable new gas vehicule costz cost per mile of travel (tens of cents) : home recharging for electric vehicule, station refueling otherwise stationz fraction of stations that can refuel/recharge vehicule
Source
McFadden, Daniel and Kenneth Train (2000) “Mixed MNL models for discrete response”, Journal of Applied Econometrics, 15(5), 447–470.
16 Catsup
Source
California Department of Education http://www.cde.ca.gov.
References
Stock, James H. and Mark W. Watson (2003) Introduction to Econometrics, Addison-Wesley Edu- cational Publishers, http://wps.aw.com/aw_stockwatsn_economtrcs_1, chapter 4–
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations
Catsup Choice of Brand for Catsup
Description
a cross-section number of observations : 2798 observation : individuals country : United States
Usage
data(Catsup)
Format
A dataframe containing :
id individuals identifiers choice one of heinz41, heinz32, heinz28, hunts disp.z is there a display for brand z? feat.z is there a newspaper feature advertisement for brand z? price.z price of brand z
Source
Jain, Dipak C., Naufel J. Vilcassim and Pradeep K. Chintagunta (1994) “A random–coefficients logit brand–choice model applied to panel data”, Journal of Business and Economics Statistics, 12(3), 317.
Cigar 17
References
Journal of Business Economics and Statistics web site : http://www.amstat.org/publications/ jbes/.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations
Cigar Cigarette Consumption
Description
a panel of 46 observations from 1963 to 1992 number of observations : 1380 observation : regional country : United States
Usage
data(Cigar)
Format
A dataframe containing :
state state abbreviation year the year price price per pack of cigarettes pop population pop16 population above the age of 16 cpi consumer price index (1983=100) ndi per capita disposable income sales cigarette sales in packs per capita pimin minimum price in adjoining states per pack of cigarettes
Source
Baltagi, B.H. and D. Levin (1992) “Cigarette taxation: raising revenues and reducing consumption”, Structural Changes and Economic Dynamics, 3 , 321–335. Baltagi, B.H., J.M. Griffin and W. Xiong (2000) “To pool or not to pool: homogeneous versus heterogeneous estimators applied to cigarette demand”, Review of Economics and Statistics, 82 , 117–126.
Clothing 19
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations, Index.Time.Series
Clothing Sales Data of Men’s Fashion Stores
Description
a cross-section from 1990 number of observations : 400 observation : production units country : Netherland
Usage
data(Clothing)
Format
A dataframe containing : tsales annual sales in Dutch guilders sales sales per square meter margin gross-profit-margin nown number of owners (managers) nfull number of full-timers npart number of part-timers naux number of helpers (temporary workers) hoursw total number of hours worked hourspw number of hours worked per worker inv1 investment in shop-premises inv2 investment in automation. ssize sales floorspace of the store (in mˆ2). start year start of business
References
Verbeek, Marno (2004) A guide to modern econometrics, John Wiley and Sons, http://www. econ.kuleuven.ac.be/GME, chapter 3.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations
20 Computers
Computers Prices of Personal Computers
Description
a cross-section from 1993 to 1995 number of observations : 6259 observation : goods country : United States
Usage
data(Computers)
Format
A dataframe containing :
price price in US dollars of 486 PCs speed clock speed in MHz hd size of hard drive in MB ram size of Ram in in MB screen size of screen in inches cd is a CD-ROM present? multi is a multimedia kit (speakers, sound card) included? premium is the manufacturer was a "premium" firm (IBM, COMPAQ)? ads number of 486 price listings for each month trend time trend indicating month starting from January of 1993 to November of 1995.
Source
Stengos, T. and E. Zacharias (2005) “Intertemporal pricing and price discrimination : a semipara- metric hedonic analysis of the personal computer market”, Journal of Applied Econometrics, forth- coming.
References
Journal of Applied Econometrics data archive : http://jae.wiley.com/jae/.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations
