Matthew Harding, Carlos Lamarche and M. Hashem Pesaran, "Common 
Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile 
Regression Models", Journal of Applied Econometrics, Vol. 35, No. 3, 
2020, pp. 294-314.

The data used in the empirical section of this paper resulted from a
large randomized trial by a US utility company testing different
strategies for implementing smart grid updates and associated pricing
strategies. It was shared with a limited number of researchers as part
of a broader effort to understand the issues involved but is
considered proprietary. Unfortunately, we are not at liberty to
disclose its origin or even the utility collecting the data or the
location where the experiment was conducted. 

While we cannot share these data, we are aware of a similar dataset
from Ireland which is available for researchers for free subject to
signing an appropriate data use agreement. While the underlying
economics of this dataset is less compelling, it features very similar
data structures which could be used to implement and test the methods
described in this paper. This alternative dataset is available at the
following link:

http://www.ucd.ie/issda/data/commissionforenergyregulationcer/

The file Table.3.1.and.Table.3.2.design1.txt contains output from R for 
these tables. It is an ASCII file in DOS format and is zipped in the 
file hlp-files.zip.

Carlos Lamarche
clamarche [AT] uky.edu