Grunfeld {Ecdat}R Documentation

Grunfeld Investment Data

Description

a panel of 20 annual observations from 1935 to 1954 on each of 10 firms.

number of observations : 200

observation : production units

country : United States

Usage

data(Grunfeld)

Format

A dataframe containing :

firm

observation

year

date

inv

gross Investment

value

value of the firm

capital

stock of plant and equipment

Details

There are several versions of these data.

GrunfeldGreene is "A data frame containing 20 annual observations on 3 variables for 5 firms." That dataset reportedly contains errors but is maintained in that way to avoid breaking the code of others who use it. That help file also provides a link to the corrected version.

See also for a version with only 5 firms.

Source

Moody's Industrial Manual, Survey of Current Business.

References

Greene, W.H. (2003) Econometric Analysis, Prentice Hall, Table F13.1.

Baltagi, Badi H. (2003) Econometric analysis of panel data, John Wiley and sons, https://www.wiley.com/legacy/wileychi/baltagi/.

See Also

Index.Source, Index.Economics, Index.Econometrics, Index.Observations, GrunfeldGreene,

Index.Time.Series


[Package Ecdat version 0.3-9 Index]