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.

Last updated: 2019/10/16