Description

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.

Usage

Format

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

Note

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

Source

https://www.cengage.com/cgi-wadsworth/course_products_wp.pl?fid=M20b&product_isbn_issn=9781111531041

Examples