data-manual - DATA SET HANDBOOK Introductory Econometrics A...

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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. 401K.RAW Source: L.E. Papke (1995), "Participation in and Contributions to 401(k) Pension Plans: Evidence from Plan Data," Journal of Human Resources 30, 311-325. 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 Notes: 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 prate on mrate , log( totemp ) differ by whether the plan is a sole plan. The Chow test, and the less restrictive version that allows different intercepts, can be used. 401KSUBS.RAW Source: 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 Notes: This data set can also be used to illustrate the binary response models, probit and logit, in Chapter 17, where, say, pira is the dependent variable, and e401k is the key explanatory variable. 1
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ADMNREV.RAW Source: Data from the National Highway Traffic Safety Administration: "A Digest of State Alcohol-Highway Safety Related Legislation," U.S. Department of Transportation, NHTSA. The third (1985), eighth (1990), and 13th (1995) editions were used. Used in Text: not used Notes: This is not so much a data set as a summary of so-called “administrative per se” laws at the state level, for three different years. It could be supplemented with drunk driving fatalities for a nice econometric analysis. In addition, the data for 2000 can be added. It could form the basis for a term project. Many other explanatory variables could be included. Unemployment rates, State-level tax rates on alcohol, and membership in MADD, are just a few possibilities. AFFAIRS.RAW Source: R.C. Fair (1978), "A Theory of Extramarital Affairs," Journal of Political Economy 86, 45-61, 1978. I collected the data from Professor Fair’s web cite at the economics department at Yale
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data-manual - DATA SET HANDBOOK Introductory Econometrics A...

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