Grunfeld (1950) Investment Data¶
Description¶
Grunfeld (1950) Investment Data for 11 U.S. Firms.
Notes¶
Number of observations - 220 (20 years for 11 firms)
Number of variables - 5
Variables name definitions::
invest - Gross investment in 1947 dollars
value - Market value as of Dec. 31 in 1947 dollars
capital - Stock of plant and equipment in 1947 dollars
firm - General Motors, US Steel, General Electric, Chrysler,
Atlantic Refining, IBM, Union Oil, Westinghouse, Goodyear,
Diamond Match, American Steel
year - 1935 - 1954
Note that raw_data has firm expanded to dummy variables, since it is a
string categorical variable.
Source¶
This is the Grunfeld (1950) Investment Data.
The source for the data was the original 11-firm data set from Grunfeld’s Ph.D. thesis recreated by Kleiber and Zeileis (2008) “The Grunfeld Data at 50”. The data can be found here. http://statmath.wu-wien.ac.at/~zeileis/grunfeld/
For a note on the many versions of the Grunfeld data circulating see: http://www.stanford.edu/~clint/bench/grunfeld.htm
Copyright¶
This is public domain.
Last update:
Oct 12, 2024