Martin Browning and M. Dolores Collado, "Habits and Heterogeneity in Demands: A Panel Data Analysis", Journal of Applied Econometrics, Vol. 22, Bo. 3, 2007, pp. 625-640. The data is in an ASCII file (BrowningColladoData.txt) of 3517 KB. It is in DOS format, and it is zipped in the file bc-data.zip. Unix users should use "unzip -a". The data set we use is a rotating panel from the Spanish Family Expenditure Survey (Encuesta Continua de Presupuestos Familiares, ECPF). This survey was conducted by the Spanish Statistics Office, and it was carried out from 1985, quarter I, to 1996, quarter IV. Each household is retained for at most eight quarters, with one-eighth of the sample being renewed in each quarter. The sample size of each wave is around 3,200 households. The ECPF provides very detailed information on expenditure, income, and household characteristics; see Browning and Collado (2001) for a detailed description of the data set. The expenditure information is a mixture of diary information (for regularly purchased goods) and retrospective information (for infrequently purchased goods). For the purpose of this research, we consider couples with and without children, in which the husband is in full-time employment in a non-agricultural activity and the wife is out of the labour force. The restrictions on labour force status are to minimise the effect of non-separabilities between demand and labour supply. We only consider families reporting full information for at least six consecutive quarters. Our final sample consists of 2,449 households (18,188 observations). We aggregate the data on expenditures into six composite commodities: food-in (food at home); food-out (food outside the home); alct (alcohol and tobacco); clo (clothing); nds (other nondurables and services) and sdur (small durables such as books, toys, pillows, etc.) The number of observations is 18,188. There are 18 variables: 1. Number of interviews (it goes from 6 to 8). 2. Household identification number. 3. Interview number. 4. year 5. quarter 6. week 7. Number of children younger than 18. 8. Number of adults. 9. Husband's age. 10. Total expenditure in pesetas. 11. Husband earnings in pesetas. 12. Stone price index. 13. Food at home (budget share). 14. Food out (budget share). 15. Alcohol and tobacco (budget share). 16. Non-durables and services (budget share). 17. Clothing (budget share). 18. Small durables (budget share). Lola Collado Universidad de Alicante Facultad de Economicas Dpto. Fundamentos del Analisis Economico Carretera de San Vicente s/n 03080 San Vicente (Alicante) collado [at] merlin.fae.ua.es http://merlin.fae.ua.es/collado/