Description of  Datasets found on "Data Bank" Diskette for Econometrics,  by Badi
H. Baltagi,  published by Springer.

1. CIGARETT.DAT
     Source:  Baltagi and Levin (1992).  See also Table 3.2.
     Description:  Cross-Section, 46 U.S. States (1992).
     Variables:
           (1) OBS = observation number.
           (2) STATE = State abbreviation.
           (3) LNC = the logarithm of cigarette consumption (in packs) per person of
                 smoking age (>16 years) for 46 states in 1992.
           (4) LNP = the logarithm of real price of cigarette in each state.
           (5) LNY = the logarithm of real disposable income per-capita in each state.

This data set was used in the following places in the text:
       Chapter 3: Problem 14
       Chapter 4: Problem 1
       Chapter 5: Empirical Example and Problem 13
       Chapter 7: Problems 16(e), 18(e)
       Chapter 8: Empirical Example(1) and Problems 9,20,24

2. ENERGY.DAT
    See problem 16, Chapter 3.
    Description:  Cross-Section, 20 countries, (1980).     
    Variables:
           (1) OBS = Observation number.
           (2) CO = Country.
           (3) RGDP = Real gross domestic product for 20 countries for 1980.
           (4) EN = Aggregate energy consumption.

This data set was used in the following places in the text:
        Chapter 3: Problems 16,17,18
        Chapter 5: Problem 17
3. EARN.ASC
    Source: The Panel Study of Income Dynamics, taken from Cornwell and Rupert     (1988).
    Description:  Cross-Section, 595 individuals (1982).
    Variables:
           (1) EXP = Years of full-time work experience.
           (2) EXP2 = Square of EXP.
           (3) WKS =  Weeks worked.
           (4) OCC =  (OCC=1, if the individual is in a blue-collar occupation).
           (5) IND =  (IND=1, if the individual works in a manufacturing industry).
           (6) SOUTH =  (SOUTH=1, if the individual resides in the South).
           (7) SMSA =  (SMSA=1, if the individual resides in a standard metropolitan      
                 statistical area).
           (8) MS =  (MS=1, if the individual is married).
           (9) FEM =  (FEM=1, if the individual is female).
          (10) UNION =  (UNION=1, if the individual's wage is set by a union                 
                  contract).
          (11) ED = Years of education.
          (12) BLK =  (BLK=1, if the individual is black).
          (13) LWAGE =  Logarithm of wage.
          (14) M =  (M=1, if the individual is male).
          (15) F_EDC =  Years of education for females only.

This data set was used in the following places in the text:
        Chapter 4:  Empirical Example and Problems 10,12,13.
        Chapter 8:  Problems 11,19,22.
        Chapter 13: Empirical Example and Problems 3,4.

4. CRUDES.ASC
     Description:  Cross-Section, 99 U. S. Oil field postings.
     Variables:
        (1) POIL =  Crude prices ($/barrel).
        (2) GRAV =  Gravity (degree API).
        (3) SUL =  % sulphur. 

This data set was used in the following place in the text:
        Chapter 4: Problem 14
     
5. USGAS.ASC
     See Table 4.2.
     Description:  Time-Series, Annual, 1950-1987.
     Variables:
        (1) YR = Year.
        (2) CAR =  Stock of Cars.
        (3) QMG =  Consumption of motor gasoline in 1000 gallons.
        (4) PMG =  Retail Price of Motor Gasoline.
        (5) POP =  Population.
        (6) RGNP =  Real GNP in 1982 dollars.
        (7) PGNP =  GNP Deflator (1982=100).

This data set was used in the following places in the text:
       Chapter 4: Problem 15
       Chapter 6: Problems 6,7

6. NATURAL.ASC
     Description:  Panel data, 6 U.S. states over the period 1967-1989.
     Variables:
        (1) STATE = State abbreviation
        (2) SCODE = State Code
        (3) YEAR = Year
        (4) CONS = Consumption of natural gas by the residential sector.
        (5) Pgas = Price of natural gas.
        (6) Pelect = Price of electricity.
        (7) Poil = Price of distillate fuel oil.
        (8) LPgas = Price of Liquefied Petroleum Gas
        (9) HDD =  Heating degree days.
        (10) PI =  Real per-capita personal income.



This data set was used in the following places in the text:
        Chapter 4:  Problem 16
        Chapter 10: Problems 14

7. CONSUMP.DAT
     Source: Economic Report of the President, see Table 5.1.
     Description: Time-Series, Annual, 1950-1971.
     Variables:  
        (1) YEAR = Year.
        (2) Y =  Disposable Personal Income in 1987 dollars.
        (3) C =  Personal Consumption Expenditures in 1987 dollars.

This data set was used in the following places in the text:
       Chapter 5:  Empirical Example and Problem 15
       Chapter 6:  Empirical Example and Problems 1,2,5
       Chapter 7:  Problem 20(b)
       Chapter 8:  Empirical Example(2) and  Problems 10,23
       Chapter 11: Empirical Example
       Chapter 14: Empirical Example and Problems 3

8. BENDERLY.ASC
     Source: Lott and Ray (1992), taken from Benderly and Zwick (1985).
     Description:  Time-Series, Annual, 1952-1982.
     Variables:
        (1) Year = Year.
        (2) RS = Real annual returns on stocks.
        (3) Q = Annual growth rates of real GNP. 
        (4) P = Inflation rate.

This data set was used in the following place in the text:
       Chapter 5: Problem 16

9. ORANGE.DAT
     Description:  Time-Series, Quarterly, 1965.1-1983.4.     Variables:
      (1) YEAR = Year.
      (1) EMP =  Quarterly employment in Orange county.
      (2) RGNP =  Real GNP.

This data set was used in the following place in the text:
        Chapter 5: Problem 18

10. GASOLINE.DAT
      Source: Baltagi and Griffin (1983).
      Description: Panel Data, 18 OECD countries over 19 years, 1960-1978.
      Variables:
       (1) CO = Country.
       (2) YR = Year.
       (3) LN(Gas/Car): The logarithm of motor gasoline consumption per auto.
       (4) LN(Y/N): The logarithm of real per-capita income.
       (5) LN(Pmg/Pgdp): The logarithm of real motor gasoline price.
       (6) LN(Car/N): The logarithm of the stock of cars per-capita.

This data set was used in the following places in the text:
       Chapter 8:  Problems 12,16,21
       Chapter 10: Empirical Example and Problem 12
       Chapter 12: Empirical Example and Problems 10,14,15,17,18

11. GRUNFELD.DAT
      Source: Grunfeld (1958)
      Description:  Panel Data, 10 U.S. firms over 20 years, 1935-1954.
      Variables:
         (1) FN = Firm Number.
         (2) YR = Year.
         (3) I = Annual real gross investment.
         (4) F = Real value of the firm (shares outstanding).
         (5) C = Real value of the capital stock.


This data set was used in the following places in the text:
       Chapter 10: Problems 9,10,11

12. LAFFER.ASC
     Source: Lott and Ray (1992), taken from Laffer (1970)
     Description: Time-Series, Annual, 1946-1966.
     Variables:
        (1) TM =  Nominal total trade money.
        (2) RM = Nominal effective reserve money.
        (3) Y = GNP in current dollars.
        (4) S2 = Degree of market utilization.
        (5) I = Short-term rate of interest.
        (6) S1 = Mean real size of the representative economic unit (1939=100).
        (7) P = GNP price deflator (1958=100).

This data set was used in the following place in the text:
        Chapter 11: Problem 19

13. DHILLON.ASC
      Source: Lott and Ray (1992), taken from Dhillon, Shilling, and Sirmans (1987).
      Description:  Cross-Section , 78 households
      Variables:
        (1)   Y = 0 if adjustable rate and 1 if fixed rate.
        (2)   BA = Age of the borrower.
        (3)   BS = Years of schooling for the borrower.
        (4)   NW = Net worth of the borrower.
        (5)   FI = Fixed interest rate.
        (6)   PTS = Ratio of points paid on adjustable to fixed rate mortgages.
        (7)   MAT = Ratio of maturities on adjustable to fixed rate mortgages.
        (8)   A = Years at the present address.
        (9)   B = 1 if the borrower is married and 0 otherwise.
        (10) C = 1 if the borrower is a first-time home buyer and 0 otherwise.
        (11) SE = 1 if the borrower is self-employed and 0 otherwise.
        (12) YLD = The difference between the 10-year treasury rate less the 1-year        
                treasury rate.
        (13) MARG = The margin on the adjustable rate mortgage.
        (14) CB = 1 if there is a co-borrower and 0 otherwise.
        (15) STL = Short-term liabilities.
        (16) LA = Liquid assets.

This data set was used in the following place in the text:
        Chapter  13: Problem 8

14. MACRO.ASC
     Source: Citibank data base.
     Description: Time-Series, Quarterly, 1959.1-1995.2.
     Variables:
        (1) YR_Q = Year : Quarter.
        (2) GNP = Quarterly GNP.
        (3) M1 = Quarterly average of the seasonally adjusted monetary base.  
        (4) TBILL3 = Quarterly average of 3 month treasury-bill rate (per annum).

This data set was used in the following place in the text:
       Chapter 14: Problem 5 


