| 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,