The Grunfeld Data at 50

Christian Kleiber, Achim Zeileis

Publikation: Working/Discussion PaperWU Working Paper

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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 and points out errors and inconsistencies in several currently available versions. It also revisits a number of empirical studies from the literature of the last five decades.
OriginalspracheEnglisch
ErscheinungsortVienna
HerausgeberDepartment of Statistics and Mathematics, WU Vienna University of Economics and Business
DOIs
PublikationsstatusVeröffentlicht - 2008

Publikationsreihe

ReiheResearch Report Series / Department of Statistics and Mathematics
Nummer82

WU Working Paper Reihe

  • Research Report Series / Department of Statistics and Mathematics

Zitat