Grunfeld (1950) Investment Data¶
Grunfeld (1950) Investment Data for 11 U.S. Firms.
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.
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
This is public domain.