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> ## Selected textbooks with online versions of the Grunfeld data
> ##
> ## - Greene   (1993)
> ##   source:  http://pages.stern.nyu.edu/~wgreene/Text/tables/Datasets.htm
> ##   firms:   see below
> ##   errors:  see below
> ##   remarks: physically identical to Greene (2003)
> ## - Greene (1998)
> ##   source:  http://pages.stern.nyu.edu/~wgreene/Text/tables/Tbl15_1.htm
> ##   firms:   see below
> ##   errors:  see below
> ##   remarks: physically identical to Greene (2003)
> ## - Baltagi (2002)
> ##   source:  http://www.springer.com/cda/content/document/cda_downloaddocument/grunfeld.dat.txt?SGWID=0-0-45-108560-0
> ##   firms:   10 (except American Steel)
> ##   errors:  none
> ## - Baltagi (2005)
> ##   source:  http://www.wiley.com/legacy/wileychi/baltagi/supp/Grunfeld.fil
> ##   firms:   10 (except American Steel)
> ##   errors:  none
> ## - Greene (2003)
> ##   source:  http://pages.stern.nyu.edu/~wgreene/Text/tables/TableF13-1.txt
> ##   firms:   5 (General Motors, US Steel, General Electric, Chrysler, Westinghouse)
> ##   errors:  invest_1940 = 261.6 (US Steel)
> ##            invest_1952 = 645.2 (US Steel)
> ##            capital_1946 = 232.6 (US Steel)
> ## - Greene (2008)
> ##   source:  http://www.stern.nyu.edu/~wgreene/Text/Edition6/Grunfeld.txt
> ##   firms:   10 (except American Steel)
> ##   errors:  none
> ##   remarks: physically identical to Baltagi (2005) but with mal-formatted header line
> ## - Hill, Griffiths, Lim (2008)
> ##   source:  http://www.principlesofeconometrics.com/dat/grunfeld.dat
> ##   firms:   10 (except American Steel)
> ##   errors:  invest_1953 = 81.90 (Atlantic Refining)
> ##            invest_1952 = 645.2 (US Steel)
> ##            capital_1946 = 232.6 (US Steel)
> 
> ## names of firms and variables
> firms <- c("General Motors", "US Steel", "General Electric", "Chrysler",
+   "Atlantic Refining", "IBM", "Union Oil", "Westinghouse", "Goodyear",
+   "Diamond Match", "American Steel")
> vars <- c("invest", "value", "capital", "firm", "year")
> 
> ## Obtain online version? (or use local copy instead)
> online <- FALSE
> 
> 
> ## all 11 firms
> Grunfeld11 <- read.csv("Grunfeld.csv", header = TRUE)
> Grunfeld11$firm <- factor(Grunfeld11$firm, levels = firms)
> ## 10 firms (without American Steel)
> Grunfeld10 <- subset(Grunfeld11, firm %in% firms[1:10])
> ## 5 firms (General Motors, US Steel, General Electric, Chrysler, Westinghouse)
> Grunfeld5 <- subset(Grunfeld11, firm %in% firms[c(1:4, 8)])
> 
> 
> ## Baltagi (2002)
> Baltagi1 <- read.table(paste(ifelse(online,
+   "http://www.springer.com/cda/content/document/cda_downloaddocument/", ""), 
+   "grunfeld.dat.txt", ifelse(online, "?SGWID=0-0-45-108560-0", ""), sep = ""), header = TRUE)
> ## re-arrange variables
> Baltagi1 <- Baltagi1[, c(3:5, 1:2)]
> names(Baltagi1) <- vars
> Baltagi1$firm <- factor(Baltagi1$firm, levels = 1:11, labels = firms)
> ## check: ok
> identical(Baltagi1, Grunfeld10)
[1] TRUE
> 
> 
> ## Baltagi (2005)
> Baltagi2 <- read.table(paste(ifelse(online, 
+   "http://www.wiley.com/legacy/wileychi/baltagi/supp/", ""),
+   "Grunfeld.fil", sep = ""), header = FALSE)
> ## re-arrange variables
> Baltagi2 <- Baltagi2[, c(3:5, 1:2)]
> names(Baltagi2) <- vars
> Baltagi2$firm <- factor(Baltagi2$firm, levels = 1:11, labels = firms)
> ## check: ok
> identical(Baltagi2, Grunfeld10)
[1] TRUE
> 
> 
> ## Table F13.3 of Greene (2003)
> Greene <- read.table(paste(ifelse(online, 
+   "http://pages.stern.nyu.edu/~wgreene/Text/tables/", ""),
+   "TableF13-1.txt", sep = ""), header = TRUE)
> ## re-arrange firms/variables
> Greene <- Greene[c(1:20, 81:100, 41:60, 21:40, 61:80), c(3:5, 2:1)]
> names(Greene) <- vars
> row.names(Greene) <- c(1:80, 141:160)
> Greene$firm <- rep(c(1, 2, 3, 4, 8), rep(20, 5))
> Greene$firm <- factor(Greene$firm, levels = 1:11, labels = firms)
> ## check: fails
> identical(Greene, Grunfeld5)
[1] FALSE
> ## errors in Greene (2003)
> Greene$invest[c(26, 38)] <- c(361.6, 645.5)
> Greene$capital[32] <- 132.6
> ## check again: ok
> identical(Greene, Grunfeld5)
[1] TRUE
> 
> 
> ## Greene (2008)
> Greene2 <- read.table(paste(ifelse(online, 
+   "http://www.stern.nyu.edu/~wgreene/Text/Edition6/", ""),
+   "Grunfeld.txt", sep = ""), header = FALSE, skip = 1)
> ## re-arrange variables
> Greene2 <- Greene2[, c(3:5, 1:2)]
> names(Greene2) <- vars
> Greene2$firm <- factor(Greene2$firm, levels = 1:11, labels = firms)
> ## check: ok
> identical(Greene2, Grunfeld10)
[1] TRUE
> 
> 
> ## Hill, Griffiths, Lim (2008)
> HGL <- read.table(paste(ifelse(online, 
+   "http://www.principlesofeconometrics.com/dat/", ""),
+   "grunfeld.dat", sep = ""))
> ## re-arrange firms/variables
> HGL <- HGL[, c(3:5, 1:2)]
> names(HGL) <- vars
> HGL$firm <- factor(HGL$firm, levels = 1:11, labels = firms)
> HGL$year <- as.integer(HGL$year + 1934)
> ## check: fails
> identical(HGL, Grunfeld10)
[1] FALSE
> ## errors in Hill, Griffiths, Lim (2008)
> HGL$invest[c(38, 99)] <- c(645.5, 91.9)
> HGL$capital[32] <- 132.6
> ## check again: ok
> identical(HGL, Grunfeld10)
[1] TRUE
> 
> 
> ## Package AER accompanying Kleiber & Zeileis (2008)
> ## also provides 11 firm version
> data("Grunfeld", package = "AER")
> ## check: ok
> identical(Grunfeld, Grunfeld11)
[1] TRUE
>