Dataset:  grunfeld.dat

Source: J.C.G. Boot and G.M. de Wit (1960). "Investment Demand: An Empirical
Contribution to the Aggregation Problem," International Economic Review, Vol.
1, #1, pp.3-30.

Description: Cross-sectional time series of 10 firms over 20 years each.
Variables include: Gross Investment (I), Value of firm during previous year
(F), and Stock of plant and equiment during previous year (C).
Regress gross investment on firm value and capital with firm and year dummy's.

Variables/Columns
Firm 1-18
Year 21-24
Investment 26-32
Firm Value   34-40
Capital (Plant and equipment)  42-48