Wooldridge Source: C.M. Krupp and P.S. Pollard (1999), Market Responses to Antidumpting Laws: Some Evidence from the U.S. Chemical Industry, Canadian Journal of Economics 29, 199-227. Dr. Krupp kindly provided the data. They are monthly data covering February 1978 through December 1988. Data loads lazily.
data('barium')
A data.frame with 131 observations on 31 variables:
chnimp: Chinese imports, bar. chl.
bchlimp: total imports bar. chl.
befile6: =1 for all 6 mos before filing
affile6: =1 for all 6 mos after filing
afdec6: =1 for all 6 mos after decision
befile12: =1 all 12 mos before filing
affile12: =1 all 12 mos after filing
afdec12: =1 all 12 mos after decision
chempi: chemical production index
gas: gasoline production
rtwex: exchange rate index
spr: =1 for spring months
sum: =1 for summer months
fall: =1 for fall months
lchnimp: log(chnimp)
lgas: log(gas)
lrtwex: log(rtwex)
lchempi: log(chempi)
t: time trend
feb: =1 if month is feb
mar: =1 if month is march
apr:
may:
jun:
jul:
aug:
sep:
oct:
nov:
dec:
percchn: percent imports from china
https://www.cengage.com/cgi-wadsworth/course_products_wp.pl?fid=M20b&product_isbn_issn=9781111531041
Rather than just having intercept shifts for the different regimes, one could conduct a full Chow test across the different regimes.
Used in Text: pages 361-362, 372, 377, 426, 442-443, 445, 663, 665, 672
#> 'data.frame': 131 obs. of 31 variables: #> $ chnimp : num 220.5 94.8 219.4 317.4 114.6 ... #> $ bchlimp : num 9578 11219 9720 12921 9790 ... #> $ befile6 : int 0 0 0 0 0 0 0 0 0 0 ... #> $ affile6 : int 0 0 0 0 0 0 0 0 0 0 ... #> $ afdec6 : int 0 0 0 0 0 0 0 0 0 0 ... #> $ befile12: int 0 0 0 0 0 0 0 0 0 0 ... #> $ affile12: int 0 0 0 0 0 0 0 0 0 0 ... #> $ afdec12 : int 0 0 0 0 0 0 0 0 0 0 ... #> $ chempi : num 100 101 101 102 104 ... #> $ gas : num 7.83e+09 8.82e+09 8.45e+09 9.24e+09 9.15e+09 ... #> $ rtwex : num 86.7 85.6 85.4 87.3 86.6 ... #> $ spr : int 0 1 1 1 0 0 0 0 0 0 ... #> $ sum : int 0 0 0 0 1 1 1 0 0 0 ... #> $ fall : int 0 0 0 0 0 0 0 1 1 1 ... #> $ lchnimp : num 5.4 4.55 5.39 5.76 4.74 ... #> $ lgas : num 22.8 22.9 22.9 22.9 22.9 ... #> $ lrtwex : num 4.46 4.45 4.45 4.47 4.46 ... #> $ lchempi : num 4.61 4.61 4.62 4.63 4.65 ... #> $ t : int 1 2 3 4 5 6 7 8 9 10 ... #> $ feb : int 1 0 0 0 0 0 0 0 0 0 ... #> $ mar : int 0 1 0 0 0 0 0 0 0 0 ... #> $ apr : int 0 0 1 0 0 0 0 0 0 0 ... #> $ may : int 0 0 0 1 0 0 0 0 0 0 ... #> $ jun : int 0 0 0 0 1 0 0 0 0 0 ... #> $ jul : int 0 0 0 0 0 1 0 0 0 0 ... #> $ aug : int 0 0 0 0 0 0 1 0 0 0 ... #> $ sep : int 0 0 0 0 0 0 0 1 0 0 ... #> $ oct : int 0 0 0 0 0 0 0 0 1 0 ... #> $ nov : int 0 0 0 0 0 0 0 0 0 1 ... #> $ dec : int 0 0 0 0 0 0 0 0 0 0 ... #> $ percchn : num 2.302 0.845 2.257 2.457 1.171 ... #> - attr(*, "time.stamp")= chr "25 Jun 2011 23:03"