Krishna Pendakur and Stefan Sperlich, "Semiparametric Estimation of Demand Systems in Real Expenditure", Journal of Applied Econometrics, Vol. 25, No. 3, 2010, pp. 420-457. The data used in this paper are public-use, and details of their construction and sources are given in: Krishna Pendakur, "Taking Prices Seriously in the Measurement of Inequality", Journal of Public Economics, October 2002, 86(1), pp 47-69. All the data are in the file nine_good_demand_data.csv, which is an ASCII file in DOS format. It is zipped in the file ps-data.zip. Unix/Linux users should use "unzip -a". Data are comma-delimited. The first row gives variable names. YEARs are from 1969 to 1999 (not every year), REGIONs are 1-5 (Atlantic, Quebec, Ontario, Prairies, British Columbia). WEIGHTs are from the source data, and may be used if desired. Nine expenditure categories in nominal dollars are labelled as in X_FOODIN, etc. Nine price levels are labeled as in P_FOODIN, etc, and are in levels, not logs.