A growing number of econometrics texts have placed copies of their data sets on the web. Economic Journal Datasets Online Download compressed ascii data files for papers published after January 1995. This site, provided by Ted Bos, contains direct links to online time-series data. Macroeconomic, labor market, financial, and international data links are available from this site. Due to the inclusion of data on spouses, there are observations on over 12,600 individuals.
Data is available on a variety of health, wage, asset, and income data.
This consortium provides an extensive collection of data to member institutions. Some data is also available for nonmember institutions. Journal of Business and Economic Statistics Archive Data from studies published in this journal is available at this site. This site contains household survey data from more than 25 countries. National Archives Center for Electronic Records Information about the extensive data holdings of the national archives.