Sule Alan, Orazio Attanasio, and Martin Browning, "Estimating Euler
Equations with Noisy Data: Two Exact GMM Estimators", Journal of Applied
Econometrics, Vol. 24, No. 2, 2009, pp. 309-324.

For the large body of the paper, simulated data sets are used. These data
are simulated using the model described in the paper (appendix). The
empirical application uses the American Panel Data of Income Dynamics
(PSID). The PSID data are publicly available at 

  http://psidonline.isr.umich.edu/
  
All data are in the file aabpsid.txt, an ASCII file in DOS format which is
zipped in the file aab-data.zip. Uniz users should use "unzip -a".

*****************************************************************
***************THIS FILE EXPALINS THE VARIABLES USED IN**********
*****************ALAN-ATTANASIO-BROWNING*************************
*
*          DATA FILE IS aabpsid.txt
*
*****************************************************************
***************************VARIABLE LIST*************************
*
* (1)  HID: FAMILY ID RANGES FROM 1 TO 17898.

* (2)  YR: YEAR OF OBERVATION (67-92)
*
* (3)  HAG{YR}: HEAD'S AGE AT TIME OF INTERVIEW. IT IS AVALAIBLE
*       FOR THE YEARS 1968 TO 1992. IT HAS A COLUMN WIDTH OF 2 AND
*       RANGES IN VALUE FROM 25 TO 60.
*
* (4)  BLACK: A DUMMY VARIABLE CODED AS 1 IF THE INDIVIDUAL IS BLACK
*       AND ZERO OTHERWISE. COLUMN WIDTH IS ONE.

* (5)   MALE: A DUMMY VARIABLE CODED AS 1 IF THE INDIVIDUAL (HEAD) IS MALE
*       AND ZERO OTHERWISE. COLUMN WIDTH IS ONE.
*
*
* (6) NF{YR}: NUMBER OF MEMBERS IN THE PSID FAMILY UNIT AT THE TIME
*       INTERVIEW, AVAILABLE FOR THE YEARS 1968-92. COLUMN WIDTH IS TWO.
*
* (7) POOR: CODED ONE IF THE HEAD GREW-UP POOR AND ZERO OTHERWISE.
*       COLUMN WIDTH IS ONE.
*
* (8) HEDU: NUMBER OF YEARS OF SCHOOLING FOR THE HEAD. CODED 0 TO 17
*       YEARS. COLUMN WIDTH IS TWO.
*
* (9) MAR{YR}: DUMMY VARIABLE CODED AS ONE IF THE HEAD IS MARRIED
*       AT THE TIME OF INTERVIEW AND ZERO OTHERWISE. AVAILABLE FOR
*       1968-92 AND COLUMN WIDTH IS ONE.
*
* (10) NCD{YR}: NUMBER OF CHILDREN IN THE FAMILY UNIT AGE 17 OR
*       UNDER AT THE TIME OF INTERVIEW AND IS AVAILABLE FOR THE YEARS
*       1968-92 AND COLUMN WIDTH IS TWO.
*
* (11) FD{YR}: NOMINAL FOOD EXPENDITURES BY THE FAMILY, SUM OF FOOD
*       AT HOME AND FOOD AWAY (FDH+FDA). AVAILABLE FOR 1968-92 AND
*       COLUMN WIDTH OF FIVE.
*
* (12) HFD{YR}: NOMINAL FOOD EXPENDITURES BY THE FAMILY, SUM OF FOOD
*       AT HOME AND FOOD AWAY (HFDH+HFDA). AVAILABLE FOR 1967-91 AND
*       COLUMN WIDTH OF FIVE.
*
* (13) STUD{YR}: CODED ONE IF INDIVIDUAL IS STUDENT
*        AT TIME OF INTERVIEW. COLUMN WIDTH ONE.
*
* (14) RETD{YR}: CODED ONE IF INDIVIDUAL IS RETIRED OR DISABLED
*        AT TIME OF INTERVIEW. COLUMN WIDTH ONE.

*
* (15) FCPI{YR}: 1967-92 FOOD COMPONENT {EXCLUDING ALCOHOL} OF THE
*        CONSUMER PRICE INDEX (SOURCE: ECONOMIC REPORT OF PRESIDENT)
*        BASE 1982-84=1. COLUMN WIDTH 4.
*
*
* (16) CPI{YR}: 1967-92 THE CONSUMER PRICE INDEX (SOURCE:
*        ECONOMIC REPORT OF PRESIDENT). BASE 1982-84=1. COLUMN WIDTH 4.
*
*
*************************VARIABLES 151-172**************************
*
*******************************************************************
*                    THE SPLIT VARIABLES
*THE SPT VARIABLES ARE VARIOUS COMBINATIONS OF SPLIT VARIABLE
*USING VARIOUS MEASURES OF SAVINGS QUESTIONS, DISPOSIBLE INCOME,
*AND ASSET VARIABLES IN THE CALCULATIONS. THE SPLIT VARIABLES THAT
*CORRESPOND TO ZELDES ARE SPT1 AND SPT2. SPT1 USES JUST THE
*ARE SAVINGS GREATER THAN 2 MONTHS INCOME ONLY. SPT2 IS ZELDES BASIC
*SPLIT IN WHICH AN INDIVIDUAL IS NOT LIQUIDITY CONSTRAINED (SPT2==1)
*IF SPT1==1 OR ASSETS ARE MORE THAN A 2 MONTH AVERAGE OF T AND T-1
*DISPOSIBLE INCOME. 

***********************************************************************

*(17) TB3M{YR}: THREE MONTH NEW ISSUE TREASURY BILL INTEREST RATE.
*        (SOURCE: ECONOMIC REPORT OF PRESIDENT). COLUMN WIDTH 4.
*
* (18) SAVQ{YR): WHETHER THE FAMILY HAS ANY SAVINGS (68-72, 75 & 79-80)
*        CODE=1 IF TRUE. COLUMN WIDTH 1.