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fta

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Author Info
Terence C. Mills
Abstract

Instructional dataset, Accompanying Econometric Analysis of Financial Time Series, Terence C. Mills, Cambridge University Press, 2d ed. (c) 2000 Datasets also accessible in ASCII from http://www.lboro.ac.uk/departments/ec/cup Includes the variables: FTAPRICE: FTA All Share price index, monthly, January 1965 to December 1995 (372 observations); FTADIV: FTA All Share dividend index, monthly, January 1965 to December 1995; FTARET: FTA All Share nominal returns, monthly, January 1965 to December 1995; RPI: U.K. Retail Price Index, monthly, January 1965 to December 1995

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File URL: http://fmwww.bc.edu/ec-p/data/Mills2d/fta.dta
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File Function: Stata v6.0 web-accessible dataset
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Publisher Info
Paper provided by Boston College Department of Economics in its series Instructional Stata datasets for econometrics with number fta.

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Date of creation: 2000
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Handle: RePEc:boc:bocins:fta

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This page was last updated on 2009-10-23.

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