Fabio A. R. Gomes and Lourenço S. Paz, "Narrow Replication of Yogo 
(2004) Estimating the Elasticity of Intertemporal Substitution When 
Instruments are Weak", Journal of Applied Econometrics, Vol. 26, No. 7, 
2011, pp. 1215-1216.

The original data are available at:
http://www.nber.org/~myogo/data/EIS_Data.zip

The file yogo-restat-2004.do contains the Stata do file that generates 
not only the Yogo (2004) results but also the additional results 
presented in the replication. This file is zipped in 
yogo-restat-2004.zip. Unix/Linux users should use "unzip -a".


Reference:

Yogo, M. (2004). "Estimating The Elasticity of Intertemporal 
Substitution When Instruments are Weak", Review of Economics and 
Statistics, 86(3): 797-810.

Lourenço Paz
Assistant Professor of Economics
The Maxwell School of Citizenship and Public Affairs
Syracuse University

https://www1.maxwell.syr.edu/faculty.aspx?id=23622320238

Phone:   315-443-5874
Fax:     315-443-3717
110 Eggers Hall, Syracuse, NY 13244

lspaz [AT] maxwell.syr.edu