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
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.
- CIG_CH10: N=96, Panel data, annual per capita cigarette sales for 48 states in packs per fiscal year in 1985 and 1995, only.
- CIG85_95: N=528, Panel data, annual per capita cigarette sales for 48 states in packs per fiscal year from 1985-1995.
- CPS_CH3: N=11130, Panel data: the Current Population Survey (CPS) provides data on labor force characteristics of
the population, 1992-1998.
- FATALITY: N=336, Panel data, number of state traffic fatalities for 48 states, 1982-1988.
- HMDA_AER: N=2925, Cross-sectional data, mortgage applications made in 1990 in the greater Boston metropolitan area.
- 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.
- JOURNALS: N=180, Cross-sectional data on 180 economics journals for the year 2000.
- OJ: N=642, Time-series data on frozen and finished Florida orange juice prices, 1948-2001.
- MACRODAT: N=168, Time-series macroeconomic data.
- MCAS: N=220, Cross-sectional data, district-wide averages for Mass. public elementary school districts in 1998.
- STAR_SW: N=11598, Subset of the variables in WEBSTAR.
- WEBSTAR: N=11598, Panel data on test scores, treatment groups, and student and teacher characteristics for four years (1985-86 to 1988-89).
Last updated: 2019/10/16