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fta

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  • 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

Suggested Citation

  • Terence C. Mills, 2000. "fta," Instructional Stata datasets for econometrics fta, Boston College Department of Economics.
    • Handle: RePEc:boc:bocins:fta
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    File URL: http://fmwww.bc.edu/ec-p/data/Mills2d/fta.dta
    File Function: Stata v6.0 web-accessible dataset
    Download Restriction: no
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