stockw

Terence C. Mills

Instructional Stata datasets for econometrics from Boston College Department of Economics

Abstract: Instructional dataset, Accompanying Econometric Analysis of Financial Time Series, Terence C. Mills, Cambridge University Press, 2d ed. (c) 2000 Datasets also accessible in ASCII from http://www.lboro.ac.uk/departments/ec/cup Includes the variables: FTSE100: FTSE 100 index, weekly, 1984 to 1993 (521 observations); CTLD: Courtaulds share price, weekly, 1984 to 1993 ; LGEN: Legal & General share price, weekly, 1984 to 1993; PRU: Prudential share price, weekly, 1984 to 1993

Date: 2000
New Economics Papers: this item is included in nep-fmk
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http://fmwww.bc.edu/ec-p/data/Mills2d/stockw.dta Stata v6.0 web-accessible dataset

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