Terence Kinal and Kajal Lahiri, "On the Estimation of
Simultaneous-Equations Error-Components Models with an Application to a
Model of Developing Country Foreign Trade", Journal of Applied
Econometrics, Vol. 8, No. 1, 1993, pp. 81-92. 

There are 13 data files, in DOS format, which are zipped in data-kl.zip.
The 13 data files contain the following variables. Sources are given in 
the appendix to the paper.

1: INSTB1.DAT: LCO1PB LCPI1B LDY1PB LRPB LGNP1PB LI1PB LIM1PB LIMUVB

2: INSTB2.DAT: LM1PB LRIM1PB LSM1PB LSMPB LX1PB LXUVB NEWB NEW1B

3: INSTB3.DAT: POPB NEXB

4: INSTW1.DAT: LCO1PW LCPI1W LDY1PW LRPW LGNP1PW LI1PW LIM1PW LIMUVW

5: INSTW2.DAT: LM1PW LRGUSPW LRIM1PW LSM1PW LSMPW LX1PW LXUVW NEWW

6: INSTW3.DAT: NEW1W POPW NEXW LUSPPIW

7: MODEL1.DAT: LXPB LXPW RLPPIB RLPPIW LRGUSPB LRGUSPW LX1PB LX1PW

8: MODEL2.DAT: LIMPB LIMPW LGNPPB LGNPPW LRIM1PB LRIM1PW LIM1PB LIM1PW

9: RELPM.DAT: RELPM

10: RELPX.DAT: RELPX

11: LCPI.DAT: LCPI

12: UV.DAT: XUV IMUV ER XUV80 IMUV80 ER80

13: USGNP.DAT: USGNP


Suffixes: B = between
          W = within

NOTE: BASE YEARS OF THIS DATA MAY NOT CORRESPOND TO THOSE OF THE 
      DATA USED IN THE PAPER - THEY NEED TO BE CONVERTED.  (DATA
      FOR BASE YEARS ARE EQUAL TO 100.)

LCO1P   log real consumption per capita lagged one period
LCPI1   log domestic consumer price index lagged one period
LDY1P   log real disposable income per capita lagged one period
LRP     log official foreign reserves per capita
LGNP1P  log real domestic GNP per capita lagged one period
LI1P    log real domestic gross fixed investment per capita
LIM1P   log nominal imports per capita deflated by unit value of 
            imports lagged one period
LIMUV   log import unit value in US dollars; countries may have 
            different base years
LM1P    log domestic money supply per capita lagged one period
LRIM1P  log reserve to import ratio per capita lagged one period
LSM1P   log real per capita shadow money lagged one period (not used)
LSMP    log real per capita shadow money (not used)
LX1P    log nominal exports per capita lagged one period deflated
            by unit value of exports
LXUV    log export unit value in US dollars; countries may have 
            different base years
NEW     not used
NEW1    not used
POP     population
NEX     exchange rate; price of US dollars in domestic currency
LXP     log nominal exports per capita deflated by unit value
            of exports
RLPPI   log of US producer price index divided by domestic CPI
LRGUSP  log real US GNP per capita
LIMP    log nominal imports deflated by the unit value of
            imports per capita
LGNPP   log domestic real GNP per capita
LUSPPI  log US producer price index
RELPM   log of relative price of imports (IMUV/CPI); countries may
            have different base years
RELPX   log of relative price of exports (EUV/CPI); countries may
            have different base years
LCPI    log domestic consumer price index; countries may have
            different base years
USGNP   US real GNP

The following were used to change the base year of XUV and IMUV
to 1980 for each country:
XUV     Export unit value in US dollars, base year value
IMUV    Import unit value in US dollars, base year value
ER      exchange rate for XUV and IMUV base year
XUV80   Export unit value in US dollars, 1980
IMUV80  Import unit value in US dollars, 1980
ER80    Exchange rate 1980 (vis-a-vis US dollar)

Files 1 through 11 contain 23 observations (1964-1986) on 31 countries 
(713 total observations).  The order of the countries is

   1. INDONESIA
   2. KOREA
   3. MALASIA
   4. PHILIPPINES
   5. SRI LANKA
   6. THAILAND
   7. INDIA
   8. SOUTH AFRICA
   9. ETHIOPIA
  10. KENYA
  11. TUNISIA
  12. MOROCCO
  13. MALAWI
  14. NIGERIA 
  15. TANZANIA
  16. ZAMBIA
  17. URUGUAY
  18. PARAGUAY
  19. COSTA RICA
  20. COLOMBIA
  21. GUATEMALA
  22. JAMAICA
  23. VENEZUELA
  24. MEXICO
  25. BRAZIL
  26. CHILE
  27. GREECE
  28. MALTA
  29. TURKEY
  30. EGYPT
  31. JORDAN

File 12 contains 31 observations -- one for each country

File 13 contains 24 annual observations (1963 to 1986) on USGNP