Panel Data sets 口 Longitudinal data National longitudinal survey of youth (nls) British household panel survey ( Bhps Panel Study of Income Dynamics( PsiD a Cross section time series Grunfeld's investment data Penn world tables a Financial data by firm year t-rt=β(rmt-rt)+ti=1,,many;t=1,…many EXchange rate data, essentially infinite T, large n Effects:β=β+Panel Data Sets  Longitudinal data ◼ National longitudinal survey of youth (NLS) ◼ British household panel survey (BHPS) ◼ Panel Study of Income Dynamics (PSID)  Cross section time series ◼ Grunfeld’s investment data ◼ Penn world tables  Financial data by firm, year ◼ rit – rft = i (rmt - rft) + εit, i = 1,…,many; t=1,…many ◼ Exchange rate data, essentially infinite T, large N ◼ Effects: i=  + vi