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sp500d

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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: S&P500D: S&P 500 index, daily, 1928 to 1991 (17,054 observations)

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File URL: http://fmwww.bc.edu/ec-p/data/Mills2d/sp500d.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 sp500d.

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Date of creation: 2000
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Handle: RePEc:boc:bocins:sp500d

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

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