Stock and Watson, Introduction to Econometrics: data sets

Each of these data sets is readable by Stata over the Web. You need only copy the line given below each dataset into your Stata command window or Stata do-file. After loading the data into Stata, use save to make a copy of the data on your own machine if you wish. The link from each dataset's name gives you the codebook of variable names and definitions. Please report any problems accessing these data to baum.

• CASCHOOL: N=420, panel data on test performance, school characteristics and student demographic backgrounds for California school districts, 1998-1999.

  use http://fmwww.bc.edu/ec-p/data/stockwatson/caschool

• CIG_CH10: N=96, Panel data, annual per capita cigarette sales for 48 states in packs per fiscal year in 1985 and 1995, only.

  use http://fmwww.bc.edu/ec-p/data/stockwatson/cig_ch10

• CIG85_95: N=528, Panel data, annual per capita cigarette sales for 48 states in packs per fiscal year from 1985-1995.

  use http://fmwww.bc.edu/ec-p/data/stockwatson/cig85_95

• CPS_CH3: N=11130, Panel data: the Current Population Survey (CPS) provides data on labor force characteristics of the population, 1992-1998.

  use http://fmwww.bc.edu/ec-p/data/stockwatson/cps_ch3

• FATALITY: N=336, Panel data, number of state traffic fatalities for 48 states, 1982-1988.

  use http://fmwww.bc.edu/ec-p/data/stockwatson/fatality

• HMDA_AER: N=2925, Cross-sectional data, mortgage applications made in 1990 in the greater Boston metropolitan area.

  use http://fmwww.bc.edu/ec-p/data/stockwatson/hmda_aer

• HMDA_SW: N=2380, Cross-sectional data, mortgage applications made in 1990 in the greater Boston metropolitan area using a subset of the original dataset.

  use http://fmwww.bc.edu/ec-p/data/stockwatson/hmda_sw

• JOURNALS: N=180, Cross-sectional data on 180 economics journals for the year 2000.

  use http://fmwww.bc.edu/ec-p/data/stockwatson/journals

• OJ: N=642, Time-series data on frozen and finished Florida orange juice prices, 1948-2001.

  use http://fmwww.bc.edu/ec-p/data/stockwatson/oj

• MACRODAT: N=168, Time-series macroeconomic data.

  use http://fmwww.bc.edu/ec-p/data/stockwatson/macrodat

• MCAS: N=220, Cross-sectional data, district-wide averages for Mass. public elementary school districts in 1998.

  use http://fmwww.bc.edu/ec-p/data/stockwatson/mcas

• STAR_SW: N=11598, Subset of the variables in WEBSTAR.

  use http://fmwww.bc.edu/ec-p/data/stockwwatson/star_sw

• WEBSTAR: N=11598, Panel data on test scores, treatment groups, and student and teacher characteristics for four years (1985-86 to 1988-89).

  use http://fmwww.bc.edu/ec-p/data/stockwatson/webstar