J. Fernandez-Villaverde and J. F. Rubio-Ramirez, "Estimating Dynamic
Equilibrium Economies: Linear versus Nonlinear Likelihood", Journal of
Applied Econometrics, Vol. 20, No. 7, 2005, pp. 891-910.

Three data sets are used in this paper: oursimulatedata2007.txt, 
oursimulatedata50035.txt, and hpourdata.txt. These three ASCII files, which
are in DOS format, are zipped in the file fr-data.zip.

oursimulatedata2007.txt and oursimulatedata50035.txt are artificial data
generated from a nonlinear solution of the model described in section 3.1.
(the nonlinear solution was obtained using the Finite Elements Method as
decribed in Aruoba, S.B., J. Fernández-Villaverde and J. F. Rubio-Ramírez,
2003).

oursimulatedata2007.txt is a 100 periods long sample generated using the
benchmark calibration as summarize in table 5.2. oursimulatedata50035.txt is
a 100 periods long sample generated using the extreme calibration as
summarize just after table 5.2. In both cases, the first column is real
output, second column is hours worked, and third column is real gross
investment.

hpourdata.txt is a sample with 158 observations (from 1964q1 to 2003q2)
where the first column is hp filtered real output per capita, the second
column is hours worked, and the third column is hp filtered real gross
investment per capita, where real gross investment, real output, hours
worked, and population are defined as follows:

real gross investment = real consumption of durables + real gross fixed
investment (NIPA). 

real output = real consumption of non durables + real gross investment (NIPA).
hours worked = average weekly hours of production workers (BLS).
population = civilian noninstitutional population (BLS).