Econometric Modeling:
A Likelihood Approach

David F. Hendry & Bent Nielsen

Department of Economics & Nuffield College, University of Oxford

Published by Princeton University Press 2007

OxMetrics Download | Data | Model answers | Typos

OxMetrics Download
A free version of OxMetrics is available with the data sets from the book preloaded. It can be downloaded from
OxMetrics Demo Download. The OxMetrics demo version includes STAMP and PcGive, and it is limited only by the data sets that can be loaded. While it is not possible to save data sets created in this free version, it is possible to save algebra code for data transformations and batch code as in the professional version.

The data appear in zip files containing the following formats:
● txt in standard text format, tab delimited.
● bn7 and in7 for OxMetrics.
● xls for Excel.
The data sets:
US 1980 census:
Census(txt).zip (Text format 1Mb). (OxMetrics format 1Mb). Census(xls).zip (Excel format 3Mb). Source: IPUMS. Original codebook (29Mb) for 1980 census. Some extracted datasets concerning labour force participation: (0.08Mb), (0.8Mb) (0.3Mb) include OxMetrics and Excel format.
UK production 1700-1991: Source: Crafts-Harley (Ec.Hist.Review,1992,p.725); Mitchell,p.846; Economic Trends Annual Supplement,1993)
Fulton Fish Market: Source: Graddy (RAND Journal of Economics, 1995)
UK money: Source: Hendry and Ericsson (European Economic Review, 1991).
US GDP: Source: Bureau of Economic Analysis.
UK consumption: DHSY(updated).zip.
UK annual macrodata:

Model Answers
Model answers for exercises with even numbers in chapters 1-6:
EconometricModelingSolutions.pdf More solutions to come.

We have a found a few typos: