1   0.61657  -0.60836   0.38961   1.39386  -1.98381
 2  -0.17162   0.07655   0.14793   1.53193  -0.89027
 3  -0.60068  -1.42778  -1.01957  -1.75495   0.24582
 4  -0.61308  -0.94654   0.38253  -0.32638  -2.99483
 5  -1.97211   0.08232  -1.47061   0.74388  -1.49692
 6   0.40974   0.12253  -1.01778   1.22418  -0.48589
 7  -0.67661   0.12961  -1.10702  -0.24110  -0.44032
 8   0.40014   1.30627  -2.27338   0.46523  -0.29131
 9   1.10614   0.00690   0.88934  -0.31665  -1.79154
10   0.67156   1.08566  -1.27220  -0.90554  -1.12819
11   0.04878   0.58713   0.73125  -2.03808  -0.14053
12  -1.80166   0.72790  -2.14651  -0.35620   2.11024
13  -0.41376  -0.54954  -0.45859  -0.17630  -0.53162
14  -1.00634  -0.43050  -1.19888   0.98323   2.09887
15  -1.04043  -0.05724  -0.18569   0.42276  -1.33741
16  -0.20571   0.36301  -1.59953  -1.42299  -1.25698
17  -2.13583  -2.89472   1.55622  -0.97063   1.20643
18  -0.82938  -0.35864   0.71876   1.70603   0.15026
19   1.00522  -0.38142   2.01420   0.71868  -0.83129
20   0.19986   1.17891   0.73491   0.73206   0.79019
21  -0.99127  -0.99359  -0.47036   0.19759  -0.28403
22   2.84899   1.55240   1.72338  -0.78950   0.32137
23  -0.24346   0.26316  -3.66471  -0.73212   0.75344
24   0.09171   0.07099   1.09817   0.54565   1.94507
25  -0.95986  -0.76643  -0.16900  -0.20643  -0.69458
26   1.44172  -0.39611   0.87617   0.96968  -0.61454
27  -0.23000  -1.49097   0.20079   1.71943  -0.82680
28  -1.29308   0.70863  -2.21874   0.55164  -0.19904
29   1.52004  -0.47325   1.79479   0.25965   0.38764
30  -1.53367   1.21031  -3.04640   0.13548   0.06442
31  -1.08600  -0.15823   0.09053  -0.12245  -1.06447
32  -0.15978   0.51195  -0.68828  -0.57801  -0.06687
33  -0.74182  -0.42847   0.22308  -1.18544  -1.20252
34   1.11606  -1.80075   2.99034  -0.65716  -1.91169
35  -0.48744   0.23215  -0.34386   0.20743   1.33855
36  -0.10155  -2.52962   2.05993  -0.25527  -0.86315
37   0.18234  -0.32306   3.33291  -0.48315   0.20373
38   0.91192  -0.63446   0.56236  -1.61935  -0.32723
39  -1.51949  -0.37270  -1.47237   0.53672  -0.46093
40  -1.16894  -0.97906  -0.10299  -0.64250   2.13864

Column 1 is the observation number.
Column 2 is the regressor x_1
Column 3 is the regressor x_2
Column 4 is the regressor z_2
Column 5 is the regressor z_3
Column 6 is the regressor z_4

These are artificial data where x_1, x_2, z_3, and z_4 are independent
drawings from the standard normal distribution, and z_2 = x_1-x_2 plus
another vector of independent standard normal drawings.

These data are for use with the exercises in the book

  Russell Davidson and James G. MacKinnon, Econometric Theory and Methods,
  New York, Oxford University Press, 2004.