Jin Seo Cho and Peter C. B. Phillips (2017), "Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors", Journal of Applied Econometrics, Vol. 33, No. 1, 2018, pp. 141-159. There are two data files, both of which are ASCII files in DOS format. They are zipped in the file cp-data.zip. Unix/Linux users should use "unzip -a". The file jae_nls1976.txt contains the first dataset. jae_nls1976.txt is a subset of the dataset in Card (1995) that is provided at http://davidcard.berkeley.edu/data_sets.html. Only young men aged 24-34 are included. The sample size is 3010. jae_nls1976.txt contains the following variables: 1) log of wage 2) experience 3) schooling years 4) race dummy: 1 for black 5) residence dummy: 1 for the South 6) another residential dummy: 1 for SMSA References: Card, D. (1995): "Using Geographic Varation in College Proximity to Estimate the Return to Schooling" in Aspects of Labour Market Behaviour: Essays in Honour of John Vanderkamp. Eds. L.N. Christofides, E.K. Grant, and R. Swidinsky. Toronto: University of Toronto Press. The file cps1988.txt contains the second data in Cho and Phillips (2017). jae_cps1988.txt is a subset of the dataset in Bierens and Ginther (2001) that is provided at https://cran.r-project.org/web/packages/AER/index.html. Only young men aged 24-34 are included. The sample size is 8775. jae_cps1988.txt contains the following variables: 1) wage 2) experience 3) schooling years 4) race dummy: 1 for black 5) residence dummy: 1 for the South 6) another residential dummy: 1 for SMSA Reference: Bierens, H. and Ginther, D. (2001): "Integrated Conditional Moment Testing of Quantile Regression Models," Empirical Economics, 26, 307-324.