More data sets

A large number of internet sites exist where you can download additional data sets that are not used in this book. These sites include those of data providers, journals and other textbooks. Links to a number of such sites are provided below.

Data providers:

  • NBER Online Data
  • The Panel Study of Income Dynamics PSID

    Journals:

  • Journal of Applied Econometrics Data Archive

    Collections of data links:

  • William A. Barnett's recommendations (with data, programs etc.)
  • EML Data Sources Econometrics Lab, U.C. Berkeley
  • Hussman Econometrics data site
  • The Financial Data Finder (Ohio State University)
  • Downloadable Data (interest and forex data, stock markets)
  • Economic Growth Data Sets
  • WebEc Economics Data

    Other textbooks:

  • Carlo Favero (2001), Applied Macroeconometrics, Oxford University Press.
  • Philip Hans Franses (1998), Time Series Models for Business and Economic Forecasting, Cambridge University Press.
  • William H. Greene (2000), Econometric Analysis, 4th ed., Prentice Hall.
  • Terence C. Mills (1999), The Econometric Modelling of Financial Time Series, 2nd ed., Cambridge University Press.
  • Paul A. Ruud (2000), An Introduction to Classical Econometric Theory, Oxford University Press.
  • Jon Stewart and Len Gill (1998), Econometrics, 2nd ed., Prentice Hall.
  • Jeffrey M. Wooldridge (2000), Introductory Econometrics: A Modern Approach, South-Western College Publishing.