Different versions of Grunfeld dataset

References


The above material was last modified in January 2002, while working with Baltagi's (accurate) downloadable data file.
In December 2008, Christian Kleiber and Achim Zeileis conducted a very thorough examination of the different versions of the Grunfeld data and reproduced published analyses of the data in their paper The Grunfeld Data at 50:
http://statmath.wu-wien.ac.at/%7Ezeileis/grunfeld/
They examined Grunfeld's original dissertation and their analysis is quite definitive and interesting.
Kleiber and Zeileis are careful to note that the company referred to as AR is Atlantic Refining, not Atlantic Richfield (ARCO), which they point out was not formed until Atlantic Refining merged with Richfield Petroleum in 1966.
They also provide the original 11-firm version of the data.