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The Grunfeld Data at 50

Kleiber, Christian and Zeileis, Achim (2008) The Grunfeld Data at 50. Research Report Series / Department of Statistics and Mathematics, 82. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

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Abstract

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.

Item Type: Paper
Keywords: multiple-equation models / panel data / replication
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 31 Dec 2008 16:41
Last Modified: 27 Feb 2017 11:41
URI: http://epub.wu.ac.at/id/eprint/464

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