資料格式:

.wf1 和 .prg 屬於 Eviews

.RData 和 .R 屬於 R

.dta 和 .do 屬於 Stata (Stata資料格式受限版本,基本上,此處的資料是Stata 13所建立)

Downloadable Datasets: 

(1) Cross-Sectional data

Continuous Data

  1. abalone.csv

  2. bank_wage.csv 

  3. factorReg_china.wf1: Cross-sectional data for 850 listed companies of Shanghai stock market

  4. TIPS.csv

  5. TJ306.wf1

  6. TEJ302.xls    TEJ302.wf1    loop_tej302.prg

        y1=(trade credit)/asset(-1); y2=(trade credit receivables)/asset(-1); 

        x1= (short-term debt)/asset(-1); x2=credit rating score; x3=operating revenue, million NT$

        industry=產業代碼

Discrete choice data

  1. insurance.xls (說明檔)
  2. smoking.xls (說明檔)
  3. turnout.csv
  4. hmda.wf1; hmda.csv; hmda.dta(說明檔)
  5. count_strike.wf1; count_strike.dta; count_strike.csv

Survey Data

  1. firstsurvey.csv; firstsurvey.xls; firstsurvey.dta
  2. multistage.dta
  3. polldata.dta

Survival Data(存活資料)

  1. heroin.dta ; heroin.csv (海洛因戒毒效果: 131個戒毒者接受美沙酮(methadone)治療)
  2. drugtr.dta; drugtr.csv (藥物臨床實驗的病人康復資料:Patient Survival in Drug Trial )
  3. stan3.dta; stan3.csv (心臟移植後的存活資料)
  4. ema1996.dta; ema1996.csv (失業存續期間與失業保險,McCall B. P. (1996) Unemployment Insurance Rules, Joblessness, and Part-time Work.  Econometrica, 64, 647-682)

(2) Time Series Data

  1. arma.wf1: Theoretical ARMA process
  2. china01.xls(china01.wf1): China return, volume, and volatility
  3. data_growth_taiwan.wf1: Macro data of Taiwan
  4. data_Oil.csv: Oil Price and changes
  5. data_savingRate.csv: Saving-GNP rate, Taiwan data
  6. data_unemp_twn.csv: Unemployment of Taiwan
  7. DJDJ1min.csv: 1-min Data
  8. europe_stock.wf1: European Stock and bond markets
  9. forwardPremium.xls: forward premium of 1 Euro.
  10. FP_Pound.csv: 1-month Forward Premium of Sterling to 1 Euro, many terms
  11. fp_1m.csv: 1-month forward premium of 1 Euro to 9 currencies
  12. fp_6m.csv: 6-month forward premium of 1 Euro to 9 currencies
  13. ff_5ind.wf1: Fama-French returns data of 5 industries, monthly data.
  14. ff3_mom.wf1: Fama-French factor model, listed companies of Shanghai.
  15. gmm.wf1: US consumption
  16. ibm.wf1: IBM daily close price
  17. index.xls(index.wf1):  Stock and Bond index of China
  18. indexOnline.txt: Market names of country index, for easily downloading stock data via getStock add-ins
  19. macro_taiwan_model.wf1: Taiwan macroeconomic data for Structural VAR and Model Building
  20. macro_taiwan.xls (macro_taiwan.wf1): Taiwan macroeconomic data
  21. mle_example.wf1: The use of log likelihood object logL
  22. rexb.wf1: world real effective real exchange rates and share price
  23. shareprice.wf1: world share price
  24. stock_returns.wf1: index returns of world stock markets (Eviews looping codes: loop1.prg; loop1_ifelse.prg)
  25. USD_Euro.wf1: Spot and forward rates
  26. world.xls (world.wf1): HK, UK and Japan index returns

(3) Panel Data 

  1. accExp.csv : Data for accounting exposure of Taiwan listed companies
  2. bank_income.csv(bank_income.xls):
  3. bank_performance.csv (bank_performance.xls):
  4. china02.xls: Unbalanced Panel Data, Shanghai listed companies
  5. china200.xls(china200.wf1): Balanced Panel Data, China, 200 listed companies
  6. cigaretts.dta (cigaretts.csv, cigaretts.wf1): US States' sales of cigarettes packs.
  7. crime.xls(crime_new.dta): crime rate data
  8. demo.csv (demo.xls): example data US listed companies
  9. earning.dta: Labor earning data
  10. gini.wf1: GINI coefficient of US States, updated to 2012.
  11. Hedonic.csv: Hedonic data, unbalanced
  12. invest.csv : Investment data for financing constraints
  13. paneldatamgt.wf1: Balanced Panel Data, China, 500 SSEC listed companies
  14. productivity.wf1(productivity.dta): US States' production data
  15. productivity.csv: US States' production data (panelData.R)
  16. productivity.xls: US States' production data 
  17. pooling_data.wf1: Many countries' data, pooled object demo
  18. realrate.wf1: World Real Rate
  19. rexb.wf1: world real effective real exchange rates and share price
  20. shareprice.wf1: world share price
  21. sp.xls(sp.wf1): Many countries' share price, pooled object demo
  22. tobinq.txt: Balanced panel data without (N, T) ID column
  23. tobinq_NT.txt: Balanced Panel Data, USA  with (N, T) ID column
  24. tobinq.xls(tobin.wf1): Tobin Q data
  25. xlsLoad.R: R code for loading .xls format
  26. Wages.xls (Wages.csv): Earning data

(4) Special Data Manipulation 

  1. SSE one company daily data: sse1.csv, sse1.wf1
  2. SSE some companies daily data: sseSOME_daily.wf1
  3. SSE all companies monthly data: sseALL_M.wf1
  4. Eviews programs: loopingN.prg, rolling.prg 
    loopingN.prg
    執行多家上市公司CAPM beta 的迴圈
    rolling.prg rolling 方法估計一家上市公司的 betas,每60天估計一個。

HAC.pdf: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Data Sources

1. 主計處

2. 中央銀行, ROC, Taiwan

3. Bureau of Economic Analysis

4. Fed, St. Louise

5. EconoMagic

6. 中央銀行, Worldwide

7. BIS, Bank of International Settlement

Go to SFI teaching page