DATA SET HANDBOOK
Introductory Econometrics: A Modern Approach, 2e
Jeffrey M. Wooldridge
This document contains a listing of all data sets that are provided with the second edition of
Introductory Econometrics: A Modern Approach
For each data set, I list its source (wherever
possible), where it is used or mentioned in the text (if it is), and, in some cases, notes on how an
instructor might use the data set to generate new homework exercises, exam problems, or term
projects; in some cases, I suggest ways to improve the data sets.
Occasionally, I will update the
document to provide new ideas for how to use the data sets.
L.E. Papke (1995), "Participation in and Contributions to 401(k) Pension Plans:
Evidence from Plan Data,"
Journal of Human Resources
Professor Papke kindly provided these data.
She gathered them from the Internal Revenue
Service’s Form 5500 tapes.
Used in Text:
pages 64-65, 80, 134-135, 171-172, 213, 663-665
This data set is used in a variety of ways in the text.
One additional possibility is to
investigate whether the coefficients from the regression of
) differ by
whether the plan is a sole plan.
The Chow test, and the less restrictive version that allows
different intercepts, can be used.
A. Abadie (2000), "Semiparametric Estimation of Instrumental Variable Models for
Causal Effects," NBER Technical Working Paper No. 260.
Professor Abadie kindly provided these data.
He obtained them from the 1991 Survey of Income
and Program Participation (SIPP).
Used in Text:
pages 165, 255, 256, 287-288, 321, 521
This data set can also be used to illustrate the binary response models, probit and logit, in
Chapter 17, where, say,
is the dependent variable, and
is the key explanatory variable.