Carlos Madeira, "Testing the Rationality of Expectations of Qualitative Outcomes", Journal of Applied Econometrics, Vol. 33, No. 6, 2018, pp. 837-852. Data Description: The data used in this article is The Beginning School Study (BSS), which corresponds to a panel dataset of families (parents and students) between 1982 and 1992. There are 838 families with survey measures obtained from parents and students each year in the Fall and Spring quarters. Furthermore, there is administrative school academic records for each student. The panel dataset is unbalanced, since there is a substantial amount of missing data in some years. This research used The Beginning School Study, 1982-2002 (Log# 01293) data set (made accessible in 2004, numeric data files). These data were collected by Karl L. Alexander and Doris R. Entwisle and are available through the Henry A. Murray Research Archive of the Institute for Quantitative Social Science at Harvard University, Cambridge, Massachusetts [Producer and Distributor]. Although the BSS data is freely available from the Murray Research Center of Harvard University, interested users are required to fill an application form. Alexander, Karl L.; and Entwisle, Doris R., 2004-10-06, "The Beginning School Study, 1982-2002 (Log# 01293)", hdl: 1902.1/01293, http://id.thedata.org/hdl%3A1902.1%2F01293 Henry A. Murray Research Archive [distributor (DDI)]. Note that the Murray Research Center delivers the BSS data in a SPSS format and therefore the Matlab/Stata datasets which are required in my datafiles are in a different format. However, interested users can obtain the Matlab/Stata datasets used in my codes by contacting me at: carlosmadeira2009@u.northwestern.edu . I will send the datasets in Matlab, Stata or CSV formats to any user who provides me email evidence that he applied correctly to the Murray Research Center and obtained permission to use the BSS data. In the file Codes_description I explain briefly all the Matlab/Stata codes used. Some of the codes (such as the Monte Carlo exercises) can run without any data, since these are simulated samples. In the file Variable_description I provide a variable description of all the variables used in the article. Furthermore, interested users can obtain detailed variable descriptions and the survey questionnaires from the BSS archives: Alexander, Karl L.; and Entwisle, Doris R., 2004-10-06, "The Beginning School Study, 1982-2002 (Log# 01293)". Various files are provided in the zip file cm-files.zip: BSS_DDStests.m BSS_jae.do BSS_jae_oct2017.do BSStests.m Codes_description.docx Codes_description.txt DDS_mode_test_ALL.m DDS_mode_test_condX.m DDS_mode_test.m DDS_quantile_test_ALL.m DDS_quantile_test_condX.m DDS_quantile_test.m Interval_nonrejected_quantiles_condX.m Interval_nonrejected_quantiles.m List and summary description of data and codes Jan2018.docx List and summary description of data and codes Jan2018.txt Multiplecondition_mode_test_ALL2_cX.m Multiplecondition_mode_test_ALL2.m Multiplecondition_mode_test_ALL.m Multiplecondition_mode_test_condX.m Multiplecondition_mode_test.m Multiplecondition_quantile_test_ALL2_cX.m Multiplecondition_quantile_test_ALL2.m Multiplecondition_quantile_test_ALL.m Multiplecondition_quantile_test_condX.m Multiplecondition_quantile_test.m Prob_outcomes_condY1.m pvalue_weighted_chi.m rat_exps_BSStests_AllPredictions.m rat_exps_BSStests_education_Mem_up.m rat_exps_BSStests_education_up_Studs.m rat_exps_BSStests_NMissSample.m rat_exps_BSStests_simplified.m rat_exps_BSStests_years.m rat_exps_MCarlo_exercise_5.m rat_exps_MCarlo_exercise_6_7.m rat_exps_MCarlo_exercise_ALL.m rat_exps_MCarlo_exercise_ALLvs2.m rat_exps_MCarlo_exercise_ALLvs3.m rat_exps_MCarlo_exercise_binding.m Variable_description.docx Variable_description.txt