Instructional dataset, accompanying Introduction to Econometrics, James H. Stock and Mark W. Watson, Pearson Education, Inc. (c) 2003. hmda_aer is the mortgage applications made in 1990 in the greater Boston metropolitan area with 2925 observations. hmda_sw is the number of mortgage application made in 1990 in the greater Metropolitan area using a subset of the original dataset, with 2380 observations.