Quotation Kleiber, Christian, Zeileis, Achim. 2009. The Grunfeld Data at 50. Department of Statistics and Mathematics, Research Report Series, Report 82.


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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.

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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title The Grunfeld Data at 50
Title of whole publication Department of Statistics and Mathematics, Research Report Series, Report 82
Year 2009

Associations

People
Zeileis, Achim (Former researcher)
External
Kleiber, Christian
Organization
Institute for Statistics and Mathematics IN (Details)
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