• crsp-ewr-daily.data
• crsp-ewr-monthly.data
• crsp-vwr-daily.data
• crsp-vwr-monthly.data
• ibm-daily.data
• ibm-monthly.data
• sp500-daily.data
• sp500-monthly.data
• spx-desc.txt
• spx9601.asc.gz
• spx9602.asc.gz
• spx9603.asc.gz
• spx9604.asc.gz
• spx9605.asc.gz
• spx9606.asc.gz
• spx9607.asc.gz
• spx9608.asc.gz
• spx9609.asc.gz
• spx9610.asc.gz
• spx9611.asc.gz
• spx9612.asc.gz
• trades.file.gz

   wget http://www.econ.queensu.ca/faculty/mackinnon/econ872/data/FNAME

at the command line prompt, where FNAME is the name of the file you want, exactly as it appears above.

Data used in the book by Franses and van Dijk are available here.

Return to ECON 872 home page.