Pim J. M. Adang and Bertrand Melenberg, "Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-good Life Cycle Model", Journal of Applied Econometrics, Vol. 10, No. 1, 1995, pp. 1-15. All data files are contained within a single file, data.zip. DESCRIPTION OF DATA I. General outline data: The data are organized in seven files. The first four files contain data on household expenditures. The fifth file contains information on household demographics. Files six and seven contain national price indices. The household data (files 1 to 5) come from the so-called Dutch "Intomart Consumer Expenditure Panel". The national price indices come from reports by the Netherlands Central Bureau of Statistics. II. More detailed information per file: FILE 1: Food.dat food.dat contains the expenditure on food per household during 42 months, from April 1984 to September 1987. If information on food expenditure in a particular month is missing this is reported by -1. Expenditure is measured in Dutch cents. There are 2897 households. Thus food.dat contains 2897 lines, with each line 42 entries on expenditure on food. FILE 2: othf.dat othf.dat contains total expenditure minus food expenditure in the same format and with the same number of observations as food.dat. FILE 3: vac.dat vac.dat contains the expenditure on vacation in the same format as food.dat. But in this case there are 2899 observations: Observation numbers 142 and 194 are extra compared to food.dat. FILE 4: othv.dat othv.dat contains total expenditure minus vacation expenditure in the same format and with the same number of observations as vac.dat. FILE 5: demo.dat demo.dat contains demographic characteristics of the household. This file contains 2899 observations, numbers 142 and 194 are extra, compared to food.dat and othf.dat. For each household, we have the following information, in this order: - Province - Region - Social class - Number of household members older than 11 - Degree of urbanization - Number of children 0-6 year - Number of children 7-11 year - Number of children 12-17 year - Number of children older than 18 An exact description can be found in the appendix of the before mentioned paper. demo.dat has the same format as food.dat. FILE 6: pricef.dat pricef.dat contains a first line with the national price indices of food of the 42 months involved. A second line contains the national price indices of (total expenditure minus expenditure on food) of the same 42 months. FILE 7: pricev.dat pricev.dat contains a first line with the national price indices of vacation of the 42 months involved. A second line contains the national price indices of (total expenditures minus expenditure on vacation) of the same 42 months. Note that some of these files are large: DEMO DAT 57278 2-28-94 5:05p FOOD DAT 1483264 2-28-94 5:06p OTHF DAT 1483264 2-28-94 5:06p OTHV DAT 1484288 2-28-94 5:07p PRICEF DAT 607 2-28-94 5:08p PRICEV DAT 618 2-28-94 5:08p VAC DAT 1484288 2-28-94 5:08p