Greg Amacher and Daniel Hellerstein, "The Error Structure of Time Series Cross Section Hedonic Models with Sporadic Event Timing and Serial Correlation", Journal of Applied Econometrics, Vol. 14, No. 3, 1999, pp. 233-252. The file ah-data.dat is an ascii file in DOS format, which is zipped in ah-data.zip. At the bottom of the file is a description of the variables, which is repeated below. Some programs are available from Daniel Hellerstein (danielh@econ.ag.gov), who should be contacted in the event of questions. There are 9580 observations. Each observation requires 5 lines of data. Each variable is separated by either a space or a new line. Variable list (in order of appearance): 1 ID: Respondent id -- unique value per propery 2 DARTMOUTH -- 0/1 dummy (1=in Dartmouth, Mass) 3 NEWBED -- 0/1 dummy (1=in new bedford) 4 PCB1 -- 0/1 dummy: 1= property is in "pcb zone 1" (inner harbor) 5 PCB2 -- 0/1 dummy: 1= property is in "pcb zone 2" 6 PCB3 -- 0/1 dummy: 1= property is in "pcb zone 3" 7 SALEDAT -- year of sale 8 HPRICE89 -- sale price, in 1989$ 9 RENCOST -- expenditures on renovations (1989$) 10 INTEREST -- interest rate at time of sale (from New Bedford Institute of Savings) 11 DPCBSOR -- distance to source of PCBs 12 DISTSHOR -- distance to shoreline 13 PHIGHSCH -- % of census tract that graduated from high school 14 UNEMP -- unemployment rate in census tract 15 LABFOR -- % labor force participation (in census tract) 16 MPRICE -- sale price (using a Mass. specific price deflator) 17 PCINCOME -- per capita income (of the census tract) Note: census tract variables are constructed using interpolation between 1970 and 1980 census information 18 LENGTH1 -- Year of sale, if property sold in Zone 1. 19 LENGTH2 -- Year of sale, if property sold in Zone 2. 20 LENGTH3 -- Year of sale, if property sold in Zone 3. 21 SALENUM -- Sale number (of this property, in this panel) 22 EVENT80 -- 0/1 dummy (1=sale occurred after 1/1/80) 23 EVPCB180 -- 0/1 dummy (1=sale occurred in zone 1 and after 1/1/1980. 24 EVPCB280 -- 0/1 dummy (1=sale occurred in zone 2 and after 1/1/1980. 25 EVENT81 -- 0/1 dummy (1=sale occurred after 1/1/81 26 EVPCB181 -- 0/1 dummy (1=sale occurred in zone 1 and after 1/1/1980. 27 EVPCB281 -- 0/1 dummy (1=sale occurred in zone 2 and after 1/1/1980. 28 EVENT82 -- 0/1 dummy (1=sale occurred after 1/1/81 29 EVPCB182 -- 0/1 dummy (1=sale occurred in zone 1 and after 1/1/1980. 30 EVPCB282 -- 0/1 dummy (1=sale occurred in zone 2 and after 1/1/1980. 31 EVENT83 -- 0/1 dummy (1=sale occurred after 1/1/82) 32 EVPCB183 -- 0/1 dummy (1=sale occurred in zone 1 and after 1/1/1980. 33 EVPCB283 -- 0/1 dummy (1=sale occurred in zone 2 and after 1/1/1984. 34 EVENT84 -- 0/1 dummy (1=sale occurred after 1/1/84) 35 EVPCB184 -- 0/1 dummy (1=sale occurred in zone 1 and after 1/1/1984. 36 EVPCB284 -- 0/1 dummy (1=sale occurred in zone 2 and after 1/1/1984.