Richard Blundell and Jean-Marc Robin, "Estimation in Large and
Disaggregated Demand Systems: An Estimator for Conditionally Linear
Systems", Journal of Applied Econometrics, Vol 14, No. 3, 1999, pp.
209-232.

The data are monthly means for twenty years of the 22 budget shares ("w*"),
total expenditure ("totexp"), income ("income") and 22 prices ("p*"). Each
observation starts with the year/month variable ("yrm"). For example the
first observation begins with yrm=7401 (January 1974), the last one begins
with yrm=9312, etc. Summary statistics are provided below.

The data are in the file br-data.dat, which an ASCII file in DOS format that
is zipped in br-data.zip. The file has 1680 lines, 7 per observation.

Professor Richard Blundell
Department of Economics
University College London
Gower Street
London WC1E 6BT

Tel 00 44 171 504 5863
Fax 00 44 171 916 2773
IFS 00 44 171 291 4800

email r.blundell@ucl.ac.uk
http://www.ifs.org.uk/
http://www.ucl.ac.uk/economics/