The Grunfeld Data at 50

Christian Kleiber; Achim Zeileis

doi:10.57938/c1925b32-0b27-490f-b593-42da650c196c

The Grunfeld Data at 50

Christian Kleiber, Achim Zeileis

Institute for Statistics and Mathematics

Publication: Working/Discussion Paper › WU 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.

Original language	English
Place of Publication	Vienna
Publisher	Department of Statistics and Mathematics, WU Vienna University of Economics and Business
DOIs	https://doi.org/10.57938/c1925b32-0b27-490f-b593-42da650c196c
Publication status	Published - 2008

Publication series

Series	Research Report Series / Department of Statistics and Mathematics
Number	82

WU Working Paper Series

Research Report Series / Department of Statistics and Mathematics

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