Econometrics Beat: Dave Giles' Blog: Data

This page provides access to data files that are referenced in my main blog.

3 March 2011: The Origin of Our Species Data - Excel workbook.
7 March 2011: Less is More (Sometimes) - Excel workbook.
9 March 2011: The Second-Longest Word in the Econometrics Dictionary - Excel workbook.
15 March 2011: Counting Flowers on the Wall - Excel workbook.
21 March 2011: From C to Shining C - Excel workbook.
4 April 2011: Curious Regressions - Anscombe's Data - Excel workbook; Curious Data - Excel workbook.
15 April 2011: Price Indices From Regression Models - Excel workbook.
18 April 2011: Laughing Our Way Out of a Recession - Excel workbook.
29 April 2011: Testing for Granger Causality - Excel workbook.
9 May 2011: A Trick of the Trade - Excel workbook.
30 May 2011: Cointegrated at the Hips - Excel workbook.
31 May 2011: It's a Wonderful Life - Excel workbook.
3 June 2011: Eliminating Inflation Through Creative Econometrics - Excel workbook.
6 June 2011: An Even Better Life? - Excel workbook.
13 June 2011: Testing for OPEC Causality - Excel workbook.
16 June 2011: Obesity, Driving, & Unbalanced Regressions - Excel workbook.
20 June 2011: On the Correlation Between Crime and Punishment - Excel workbook.
28 June 2011: p-Values for Cointegration Tests With Breaks in the Data- Excel workbook.
29 June, 2011: Decline and Fall of Econometrics? - Excel workbook; csv File; Text File.
20 July 2011: So Much For My Bucket List - Excel workbook; csv File; Text File
1 September 2011: Still Searching for the Number of Weeks in a Year - Excel workbook; csv File; Text File
14 September 2011: P-Values of Differences of P-Values of Differences ... Text File
2 November 2011: Impulse Response Functions From VECMs - Text File
5 December 2011: Precision Competition - Text File
8 December 2011: Confidence Bands for the Hodrick Prescott Filter - Excel workbook; csv File; Text File
21 January 2012: The Dynamic Stability of AR Models - Tricking EViews - Excel workbook; Text File
27 January 2012: Asking for What you Don't Really Want - Text File
12 February 2012: More on Shortest Confidence Intervals -Excel workbook; pdf file
22 February 2012: A Trick With Regression Residuals -Excel workbook; csv file
9 April 2012: A Fistful of Pennies - Australia csv file; New Zealand csv file
28 April 2012: A Bayesian Consumption Function - Text file
19 May 2012: Estimating & Simulating an SEM - Text file
5 June 2012: Integrated & Cointegrated Data - Text file
6 July 2012: The Milliken-Graybill Theorem - Text file
16 September 2012: Confidence Regions for Regression Coefficients - Text file
1 May 2013: Estimating an Euler Equation Using GMM - Excel workbook ; Text File
12 May 2013: Flowers for Mom - From Quandl - Excel workbook; csv file
13 June 2013: When is an Autoregressive Model Dynamically Stable? - Text File
19 June, 2013: ARDL Models - Part II - Bounds Tests - Text file
4 July, 2013: Allocation Models - Text file ; Excel file
5 July, 2013: Allocation Models With Bounded Dependent Variables - Text file
10 August, 2013: Large and Small Regression Coefficients - csv file
22 August, 2013: Forecasting From Log-Linear Regressions - csv file
22 October, 2013: Solution to the Segmented Regression Problem - Text file
21 November, 2013: Forecasting From a Regression Model - Text file
19 December, 2013: Maximum Likelihood Estimation in EViews - Text file
12 February, 2014: Bayesian Model Selection - A Worked Example - Text file
26 March, 2014: MCMC for Econometrics Students - IV - Text file
26 May, 2014: Unit Root Testing: Sample Size vs. Sample Span - Excel file
19 September, 2014: Least Squares, Perfect Multicollinearity, & Estimable Functions - Text file
10 November, 2014: Reverse Regression Follow-up - Text file
4 December, 2014: More on Prediction From Logarithmic Regressions - Money.txt; Subs.txt; Womens_Wages.txt; Bwght.txt
27 December, 2014: The Demise of a "Great Ratio" - sheep.txt; sheep.xls
9 January, 2015: ARDL Modelling in EViews 9 - Text file
5 March, 2015: Granger Causality & Seasonal Adjustment - UKRetail.xls
14 April, 2015: Regression Coefficients & Units of Measurement - Text file
22 May, 2015: Maximum Likelihood Estimation & Inequality Constraints - Text file
9 June, 2015: Worrying About My Cholesterol Level - Text file
2 October, 2015: Illustrating Spurious Regressions - Text file
13 October, 2015: Angus Deaton, Consumer Demand, & the Nobel Prize - Text File
20 September, 2018: Controlling My Heating Bill Using Bayesian Model Averaging - Text File
8 April, 2019: A Permutation Test Regression Example - Excel file

Pages

Data