A. Colin Cameron   (University of California - Davis)

ANALYSIS OF ECONOMICS DATA:  AN INTRODUCTION TO ECONOMETRICS


Book website     Available at Amazon    


SOURCES FOR DATASETS USED IN MAIN TEXT AND EXERCISES


Data sets are ordered alphabetically. Links where possible are current links.
References to Cameron and Trivedi MMA are to  A. Colin Cameron and Pravin K. Trivedi (2005), Microeconometrics: Methods and Applications, Cambridge University Press.
References to Cameron and Trivedi MUS are to A. Colin Cameron and Pravin K. Trivedi (2022), Microeconometrics using Stata, First edition 2009, First Revided Edition 2010, Second Edition 2012, Stata Press.

AED_ADVERTISING.DTA   Gareth James, Deniela Witten, Trevor Hastie, and Robert Tibsharani (2014),  An Introduction to Statistical Learning: with Applications in R, Springer.
 
AED_ANSCOMBE.DTA  Frank J. Anscombe (1973), "Graphs in Statistical Analysis," The American Statistician, 27(1), pages 17-21.

AED_API99.DTA  Data from California Department of Education, API Data Files, https://www.cde.ca.gov/re/pr/api-datarecordlayouts.asp

AED_API2006.CSV  Data from California Department of Education, API Data Files, https://www.cde.ca.gov/re/pr/api-datarecordlayouts.asp

AED_AUSREGWEALTH.DTA  Australia Bureau of Infrastructure, Transport and Regional Economics, Information paper 63 - Household wealth, https://www.bitre.gov.au/publications/2009/ip_063

AED_AUTOSMPG.DTA   Christopher R. Knittel (20-11) "Automobiles on Steroids: Product attribute trade-offs and technological progress in the automobile sector," American Economic Review, 101(7), pages 3368-3399.

AED_CAPM.DTA  Ken French data, https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
 
AED_CENSUSAGEMEANS.DTA  Author's extract from USA Full Count 1880 Census, IPUMS USA, https://usa.ipums.org/usa-action/samples#usa_100_percent

AED_CENSUSREGRESSIONS.DTA    Author's extract from USA Full Count 1880 Census, IPUMS USA, https://usa.ipums.org/usa-action/samples#usa_100_percent

AED_COBBDOUGLAS.DTA  Charles W. Cobb and Paul H. Douglas (1928), "A Theory of Production," American Economics Review, 18(1), pages 139-165.

AED_COINTOSSMEANS.DTA  Data generated by author. 
 
AED_COVIDFALL2020.DTA  Data collected by author from several sources (Covid data from New York Times).

AED_DEMOCRACY.DTA  Acemoglu, Daron, Simon Johnson, James A. Robinson, and Pierre Yared (2008), “Income and Democracy,” American Economic Review, Vol. 98(3), pages 808-42.
  
AED_DIETOSS.DTA  Data generated by author.   

AED_DOCTORVISITS.DTA     A. Colin Cameron and Pravin K. Trivedi (1986), "Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests", Journal of Applied Econometrics, 1(1), pages 29-54.

AED_HOUSE.DTA  Real estate sales data for the central part of Davis, California obtained by author.

AED_HOUSE2015.DTA   Real estate sales for the central part of Davis, California obtained by author.

AED_EARNINGS.DTA   Author's extract from 2010 American Community Survey (ACS), IPUMS USA, https://usa.ipums.org/usa/sampdesc.shtml#us2010a.

AED_EARNINGS_COMPLETE.DTA   Author's extract from 2010 American Community Survey (ACS), IPUMS USA, https://usa.ipums.org/usa/sampdesc.shtml#us2010a.

AED_EARNINGSMALE.DTA  Author's extract from 2010 American Community Survey (ACS), IPUMS USA, https://usa.ipums.org/usa/sampdesc.shtml#us2010a.

AED_ELECTRICITYPERCAP.DTA   Annual data obtained from web.

AED_ELECTRICITYPRICE.DTA  California data from Christopher Knittel 

AED_FISHING.DTA  J. A. Herriges and KC. L. Kling (1999), "Nonlinear Income effects in Random Utility Models," Review of Economics and Statistics, 81, pages 62-72.
Also analyzed in Cameron and Trivedi MMA and Cameron and Trivedi MUS.

AED_GALTON.CSV    Sources include https://dataverse.harvard.edu/dataset.xhtml?persistentId=doi:10.7910/DVN/T0HSJ1&version=1.1

AED_GASPRICE.DTA   Data for 32 Yolo County gas stations collected by author from a website that provides daily data.

AED_GDPAUSTRALIA.DTA  Australian Bureau of Statistics https://www.abs.gov.au/statistics/economy/national-accounts

AED_GDPUNEMPLOY.DTA   Data Series GDPCA and LRUN64TTUSA156N from FRED  https://fred.stlouisfed.org/

AED_GENERATEDDATA.DTA   Data generated by author.  

AED_GENERATEDREGRESSIONS.DTA   Data generated by author.  

AED_HEALTH2009.DTA   Current and historical data from https://www.oecd.org/health/OECD-Health-Statistics-2022-Frequently-Requested-Data.xls

AED_HEALTH2018.DTA   Current and historical data from https://www.oecd.org/health/OECD-Health-Statistics-2022-Frequently-Requested-Data.xls

AED_HEALTHACCESS.DTA  Author's extract from Shinsuke Tanaka (2014), "Does Abolishing User Fees Lead to Improved Health Status? Evidence from Post-Apartheid South Africa", American Economics Journal: Economic Policy, 6(3), pages 282-312 Data at http://doi.org/10.3886/E114870V1

AED_HEALTHCATEGORIES.DTA   https://www.cms.gov/files/zip/national-health-expenditures-type-service-and-source-funds-cy-1960-2021.zip

AED_HEALTHINSEXP.DTA   Author's extract Aviva Aron-Dine, Liran Einav, and Amy Finkelstein (2013), "The RAND Health Insurance Experiment, Three Decades Later", Journal of Economics Perspectives, 27(1), pages 197-222. Data at http://doi.org/10.3886/E113919V1

AED_HOMEPRICEINDEX.DTA   Updated data for Robert Shiller book, Irrational Exuberance. File 64929_cshomeprice-history-1126.xls downloaded 12/9/2013 from http://www.spindices.com/index-family/real-estate/sp-case-shiller

AED_INCUMBENCY.DTA   File rdsenate.dta from Sebastian Calonico, Matias Cattaneo, Max Farrell, and Rocío Titiunik (2017), "Rdrobust: Software for Regression-discontinuity Designs," The Stata Journal, 17(2), pages 372-404.

AED_INSTITUTIONS.DTA  Daron Acemoglu, Simon Johnson, and James A. Robinson (2001), “The Colonial Origins of Comparative Development: An Empirical Investigation,” American Economic Review, 91(5), pages 1369-1401. Data at https://economics.mit.edu/people/faculty/daron-acemoglu/data-archive

AED_INTERESTRATES.DTA  Data series GS3M GS1 GS2 GS3 GS5 GS10 GS20 GS30 FII10 FEDFUNDS MED1 AAA BAA from FRED  https://fred.stlouisfed.org/

AED_KNEEREPLACE.DTA  Author's extract from https://health.data.ny.gov/Health/Hospital-Inpatient-Cost-Transparency-Beginning-200/7dtz-qxmr (Downloaded 12/10/2013)
 
AED_MONTHLYHOMESALES.DTA  Data series EXHOSLUSM495N EXHOSLUSM495S TTLCON TTLCONS from FRED https://fred.stlouisfed.org/

AED_NAEP.DTA  National Assessment of Educational Progress NAEP Data Explorer https://nces.ed.gov/nationsreportcard/data/
 
AED_NBA.DTA   Franchise revenues and values collected through Forbes by Edwin Bang (2012), "Collective Bargaining Agreements, Star Players, and Inequality in the NBA", Undergraduate Honors thesis, Dept. of Economics, U.C. Davis.

AED_ONETWOTHREE.DTA  Data generated by author.

AED_PHARVIS.DTA  Cameron and Trivedi MMA chapter 24 and also Cameron and Trivedi MUS. 

AED_PHILLIPS.DTA   Data series UNRATE CPIAUCNS MICH GDPDEF from FRED  https://fred.stlouisfed.org/  and Survey of Professional Forecasters by the Federal Reserve Bank of Philadelphia. https://www.philadelphiafed.org/surveys-and-data/data-files

AED_PRICEEARNINGSRATIO.DTA  Data from Robert Shiller's website http://www.econ.yale.edu/~shiller/data.htm

AED_psidf3050.dat  Author's extract of Panel Survey of Income Dynamics 1992 Individual-level data downloaded November 2000. Used in Cameron and Trivedi, MUS, chapter 2.
  
AED_psidf3050.sas  Author's extract of Panel Survey of Income Dynamics 1992 Individual-level data downloaded November 2000.
 
AED_REALGDPPC.DTA  Data series GDPC1 GDP GDPDEF POPTHM from FRED  https://fred.stlouisfed.org/
 
AED_SALARYSAT.DTA   Author's extract of 2010 round for the representative sample of the National Longitudinal Survey of Youth 1997.
  
AED_SP500INDEX.DTA  S&P 500 (GSPC) data from Yahoo https://finance.yahoo.com/quote/%5EGSPC/history
 
AED_SPOTFORWARD.DTA  Severin Borenstein, James Bushnell, Christopher R. Knittel and Catherine Wolfram (2008), "Inefficiencies and Market Power in Financial Arbitrage: A Study of California's Electricity Markets," Journal of Industrial Economics, 56(2), pages 347-378.

AED_STOCKINDEX.DTA  Data from Yahoo e.g. Russell 2000 From https://finance.yahoo.com/quote/%5ERUT/    

AED_SURVEYDATA.DTA  Author's extract from 2010 American Community Survey (ACS), IPUMS USA, https://usa.ipums.org/usa/sampdesc.shtml#us2010a.
  
AED_RETURNSTOSCHOOLING.DTA   Data from Jeffrey R. Kling (2001), "Interpreting Instrumental Variables Estimates of the Return to Schooling", Journal of Business and Economic Statistics, 19 (3), pages 358-364. These data come in turn from David Card (1995), "Using Geographic Variation in College Proximity to Estimate the Returns to Schooling", in Aspects of Labor Market Behavior: Essays in Honor of John Vanderkamp, eds. L.N. Christofides et al., Toronto: University of Toronto Press, pages 201-221.
Also analyzed in Cameron and Trivedi MMA chapter 4

AED_TDIST4.DTA   Data generated by author.   

AED_TDIST25.DTA  Data generated by author.     

AED_USMANUFACTURING.DTA  Author's extract from U.S. Census Bureau data.
 

A. Colin Cameron / University of California - Davis / cameron.econ.ucdavis.edu