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The Grunfeld Data at 50

Christian Kleiber and Achim Zeileis ()

MPRA Paper from University Library of Munich, Germany

Abstract: This paper revisits Grunfeld's well-known investment data, one of the most widely used data sets in all of applied 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, points out errors and inconsistencies in several currently available versions, and also revisits a number of empirical studies from the literature of the last five decades. Our findings provide a cautionary tale on the use of widely known data and underline the need for mandatory data and code archives.

Keywords: multiple-equation models; panel data; reproducibility (search for similar items in EconPapers)
JEL-codes: C23 C30 C80 (search for similar items in EconPapers)
Date: 2010-02-16
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Journal Article: The Grunfeld Data at 50 (2010) Downloads
Journal Article: The Grunfeld Data at 50 (2010) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:20841

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