Hayashi and others data sets and Stata programming
Econometrics 1

Each of these data sets is readable by Stata. You need only copy the line given below each dataset into your Stata command window or Stata do-file. For more details on the data, please see the empirical exercises on Hayashi's book "Econometrics", or Hayashi web page.

Data from SIC33: Primary Metals. Data from Greene, "Econometric Analysis", Table 6.1.
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Data from establishment: Value Added, Labor Input, and Capital. 3 variables and 27 observations. Dataset for Stata version 9.

* loading data from SIC33: Primary Metals

use http://www.victorgomes.com.br/docs/stata/sic33v9.dta

Data from the M. Nerlove paper "Returns to scale in electricity supply", in C. Christ, ed., Measurement in Economics, Stanford University Press, 1963.

Firm-level data, 99 observations on 5 variables.



* loading data -- Nerlove data set.

use http://www.victorgomes.com.br/docs/stata/nerlove63.dta