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Grunfeld (1950) Investment Data
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Description
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Grunfeld (1950) Investment Data for 11 U.S. Firms.

Notes
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Number of observations - 220 (20 years for 11 firms)

Number of variables - 5

Variables name definitions::

    invest  - Gross investment in 1947 dollars
    value   - Market value as of Dec. 31 in 1947 dollars
    capital - Stock of plant and equipment in 1947 dollars
    firm    - General Motors, US Steel, General Electric, Chrysler,
              Atlantic Refining, IBM, Union Oil, Westinghouse, Goodyear,
              Diamond Match, American Steel
    year    - 1935 - 1954

Note that raw_data has firm expanded to dummy variables, since it is a
string categorical variable.


Source
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This is the Grunfeld (1950) Investment Data.

The source for the data was the original 11-firm data set from Grunfeld's Ph.D.
thesis recreated by Kleiber and Zeileis (2008) "The Grunfeld Data at 50".
The data can be found here.
http://statmath.wu-wien.ac.at/~zeileis/grunfeld/

For a note on the many versions of the Grunfeld data circulating see:
http://www.stanford.edu/~clint/bench/grunfeld.htm


Copyright
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This is public domain.