Solved – Research using basic OLS methods

least squaresreferencesregression

I am looking for papers, preferably in economics, where simple OLS is used. The reason is that to convey the workings of linear regression, I want to have real data from real papers. Most research uses simultaneous models or other bells and whistles. Also few researchers release their data. I could generate my own data, but as I said, I want to have the whole story of the data and research behind it. Wooldridge (Introductory Econometrics) does a lot of simple analyses from past papers, but as far as I know, these are just simplified version of the real models.

Best Answer

Hayashi is a good book to start with. http://press.princeton.edu/titles/6946.html

To be more specific you will find the paper of Returns to Scale in Electricity Supply by Marc Nerlove in section 1.7. It is a simple application of OLS. Yet it give a good understanding of OLS.

You will find the full paper and the data here. There are further details in the book. You can download the first chapter of the book for free. The link is on the same website.

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