data set handbook - city university of new york.doc

DATA SET HANDBOOK Introductory Econometrics: A Modern Approach, 3e Jeffrey M. Wooldridge This document contains a listing of all data sets that are provided with the third 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. 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 69-70, 85, 142-143, 181-182, 224, 695-697 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 (see Section 7.4), and the less restrictive version that allows different intercepts, can be used. 401KSUBS.RAW Source: A. Abadie (2003), “Semiparametric Instrumental Variable Estimation of Treatment Response Models,” Journal of Econometrics 113, 231-263. Professor Abadie kindly provided these data. He obtained them from the 1991 Survey of Income and Program Participation (SIPP). Used in Text: pages 174-175, 228-229, 267-269, 303, 338, 547-548 Notes: This data set can also be used to illustrate the binary response models, probit and logit, in Chapter 17, where, say, pira (an indicator for having an individual retirement account) is the dependent variable, and e401k [the 401(k) eligibility indicator] is the key explanatory variable. ADMNREV.RAW Source: Data from the National Highway Traffic Safety Administration: A Digest of State Alcohol-Highway Safety Rela