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The Grunfeld data at 50

Kleiber, Christian and Zeileis, Achim. (2010) The Grunfeld data at 50. German Economic Review, 11 (4). pp. 404-417.

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Official URL: http://edoc.unibas.ch/dok/A5839428

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Abstract

This paper revisits Grunfeld's well-known investment data, one of the most widely used data sets in all of econometrics, on the occasion of their 50th anniversary. It presents, apparently for the first time after the publication of the original Chicago Ph.D.~thesis, the full data set, points out errors and inconsistencies in several currently available versions, and also revisits a number of empirical studies from the literature of the last five decades. Our findings provide a cautionary tale on the use of widely known data and underline the need for mandatory data and code archives. This paper revisits Grunfeld's well-known investment data, one of the most  widely used data sets in all of applied econometrics, on the occasion of their 50th anniversary. It presents, apparently for the first time after the  publication of the original Chicago Ph.D. thesis, the full data set, points out errors and inconsistencies in several currently available versions, and also revisits a number of empirical studies from the literature of the last five decades.   Our findings provide a cautionary tale on the use of widely known data and underline the need for mandatory data and code archives.
Faculties and Departments:06 Faculty of Business and Economics > Departement Wirtschaftswissenschaften > Professuren Wirtschaftswissenschaften > Ökonometrie und Statistik (Kleiber)
UniBasel Contributors:Kleiber, Christian
Item Type:Article, refereed
Article Subtype:Research Article
Bibsysno:Link to catalogue
Publisher:Blackwell
ISSN:1465-6485
e-ISSN:1468-0475
Note:Publication type according to Uni Basel Research Database: Journal article
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Last Modified:24 Jul 2017 11:43
Deposited On:14 Sep 2012 07:09

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