1987 SIC 4-digit code
Year
CENSUS: Cross-spread of TFP innovation by ind year
CENSUS: Cross-spread of output growth by ind year
CENSUS: Number of industry obs (all years) in the uncertainty measures
CRSP: SD monthly stock-returns: within industry year
CRSP: SD monthly stock-returns: time-series within industry year
CRSP: SD mothly stock-returns: cross-section within industry year, missing if 0