Stock and Watson, Introduction to Econometrics: data sets

Each of these data sets is readable by Stata over the Web. If you do not have the bcuse command, get it with the Stata command ssc install bcuse. 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.

  bcuse 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.

  bcuse cig_ch10

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

  bcuse cig85_95

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

  bcuse cps_ch3

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

  bcuse fatality

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

  bcuse 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.

  bcuse hmda_sw

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

  bcuse journals

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

  bcuse oj

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

  bcuse macrodat

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

  bcuse mcas

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

  bcuse 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).

  bcuse webstar