Camilla Mastromarco, Laura Serlenga, and Yongcheol Shin, "Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels", Journal of Applied Econometrics, Vol. 31, No. 1, 2016, pp. 281-297. The file mss-data.txt contains the data used in this paper. The dataset was collected over the period 1970--2010 (40 years) for a total of 26 OECD countries using data from Penn World Tables (version 7.1). There are 1066 observations for 5 variables. The variables are: id, year, y, k, l. id= Number of countries: AUS 1 AUT 2 BEL 3 CAN 4 CHL 5 DNK 6 ESP 7 FIN 8 FRA 9 GBR 10 GER 11 GRC 12 HKG 13 IRL 14 ISR 15 ITA 16 JPN 17 KOR 18 MEX 19 NLD 20 NOR 21 NZL 22 PRT 23 SWE 24 TUR 25 USA 26 year: year of observation. y: logarithm of real GDP in million US dollars at the 2005 price. k: logarithm of capital stock in million US dollars at the 2005 price (our calculation using perpetual inventory method). l: logarithm of number of workers measured in thousands. The file mss-data.txt, which is an ASCII file in DOS format, is zipped in the file mss-data.zip. Unix/Linux users should use "unzip -a".