Sören Blomquist and Matz Dahlberg, "Small Sample Properties of LIML and
Jackknife IV Estimators: Experiments with Weak Instruments", Journal of
Applied Econometrics, Vol. 14, No. 1, 1999, pp. 69-88.

The data used in the article are from the Level of Living Survey 1981. This 
is a confidential data source administered by

     Professor Robert Eriksson
     Swedish Institute for Social Research
     Stockholm University 
     106 91 Stockholm, Sweden
     
Permission to use this data source should be directed to Professor Eriksson.

The variables used in our study and sample selection rules are described in
the file variable.def. The file genivdat.for is a program to generate the
"linearized" data used in the IV estimation. A subprogram, budget.for,
describes how budget constraints are calculated.

Both these files (which are in DOS format) are zipped in the file
bd-files.zip.

Please address any questions to:

Soren Blomquist
Dept. of Economics
Uppsala University
Box 513
751 20 Uppsala
Sweden