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