Roger Koenker, "Asymptotic Theory and Econometric Practice",
Journal of Applied Econometrics, Vol. 3, No. 2, pp. 139-147.

All files are zipped in the file koenker.zip. Since they are intended to be
used in a Unix environment, these files are (exceptionally) in Unix rather
than DOA format.

The raw data are in the file "data.raw", and the file "edd" edits this to
produce the file "data". In the latter there are 6 columns

	1	id number of paper
	2	number of eqs in paper
	3	year of publication -1969
	4	subject (see files "subj" and "edd" for coding)
	5	dimension of model
	6	sample size

Journal abbreviations are in the file "jrnl". The files "j.s" and "s.a" are
called by "edd".

Note added August, 2007

Amazingly, this seems to still work. That is, edd does produce a data file
that is consistent with the original project. I've added a row of labels to
this file.  

Note added October, 2008

Further details on estimation methods used in this paper and explicit code
to reproduce the results in R are provided in the JAE archive for the
forthcoming paper "On Reproducible Econometric Research" by Achim Zeileis
and Roger Koenker.

  http://www.econ.queensu.ca/jae/datasets/koenker002