Instructional Stata datasets for econometrics from Boston College Department of Economics
Instructional dataset, accompanying Econometrics, Fumio Hayashi, Princeton University Press, (c) 2000 Datasets also accessible in ASCII from http://www.e.u-tokyo.ac.jp/~hayashi/datasets.htm Data from the Stock-Watson paper "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems", Econometrica, 61, 783-820, 1993. Annual data, 1900-1989, for 5 variables. Internally documented.
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http://fmwww.bc.edu/ec-p/data/hayashi/swatson93.dta Stata v7.0 web-accessible dataset
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