nyse

Wooldridge Source: These are Wednesday closing prices of value-weighted NYSE average, available in many publications. I do not recall the particular source I used when I collected these data at MIT. Probably the easiest way to get similar data is to go to the NYSE web site, www.nyse.com. Data loads lazily.

datasets

Students learning both econometrics and R may find the introduction
to both challenging. The wooldridge data package aims to lighten the task by efficiently
loading any data set found in the text with a single command. Data sets have been
compressed to a fraction of their original size. Documentation files contain page numbers,
the original source, time of publication, and notes from the author suggesting avenues for
further analysis and research. If one needs an introduction to R model syntax, a
vignette contains solutions to examples from chapters of the text.
Data sets are from the 7th edition (Wooldridge 2020, ISBN-13 978-1-337-55886-0),
and are backwards compatible with all previous versions of the text.

Justin Shea

wooldridge

115 Data Sets from "Introductory Econometrics: A Modern
Approach, 7e" by Jeffrey M. Wooldridge

Justin M. Shea

Kennth H. Brown

nyse function

A data.frame with 691 observations on 8 variables:<ul>
<li>price: NYSE stock price index</li>
<li>return: 100*(p - p(-1))/p(-1))</li>
<li>return_1: lagged return</li>
<li>t:</li>
<li>price_1:</li>
<li>price_2:</li>
<li>cprice: price - price_1</li>
<li>cprice_1: lagged cprice</li>
</ul>

Format

pages 388-389, 407, 436, 438, 440-441, 442, 663-664

nyse: nyse

Description

Usage

Arguments

Format

Used in Text

Examples