ENH: add Petrin (2002) replication data

pyblp/data/__init__.py

@@ -4,10 +4,12 @@
 ----------
 NEVO_PRODUCTS_LOCATION : `str`
     Location of a CSV file containing the fake cereal product data from :ref:`references:Nevo (2000a)`. The file
-    includes the same pre-computed excluded instruments used in the original paper.
+    includes the same pre-computed excluded instruments used in the original paper. The data are from Aviv Nevo's Matlab
+    code, which was archived on Eric Rasmusen's website.
 NEVO_AGENTS_LOCATION : `str`
-    Location of a CSV file containing the fake cereal agent data. Included in the file are Monte Carlo weights and
-    draws along with demographics from the original paper.
+    Location of a CSV file containing the agent data from :ref:`references:Nevo (2000a)`. Included in the file are Monte
+    Carlo weights and draws along with demographics from the original paper. The data are from Aviv Nevo's Matlab code,
+    which was archived on Eric Rasmusen's website.
 BLP_PRODUCTS_LOCATION : `str`
     Location of a CSV file containing the automobile product data extracted by
     :ref:`references:Andrews, Gentzkow, and Shapiro (2017)` from the original GAUSS code for
@@ -21,8 +23,25 @@
     variable was added to the set of excluded instruments for supply.
 
 BLP_AGENTS_LOCATION : `str`
-    Location of a CSV file containing the automobile agent data. Included in the file are the importance sampling
-    weights and draws along with the income demographic from the original paper.
+    Location of a CSV file containing the agent data from :ref:`references:Berry, Levinsohn, and Pakes (1999)`. Included
+    in the file are the importance sampling weights and draws along with the income demographic from the original paper.
+    These data are also from the replication code of :ref:`references:Andrews, Gentzkow, and Shapiro (2017)`.
+PETRIN_PRODUCTS_LOCATION : `str`
+    Location of a CSV file containing the automobile product data from :ref:`references:Petrin (2002)`. The file
+    includes the same pre-computed excluded instruments used in the original paper. The data are from Amil Petrin's
+    GAUSS code, available on his website.
+PETRIN_AGENTS_LOCATION : `str`
+    Location of a CSV file containing agent data similar to that used by :ref:`references:Petrin (2002)`. The file
+    includes 1,000 scrambled Halton draws in each market, along with demographics resampled from the Consumer
+    Expenditure Survey (CEX) used by the original paper. The original paper used pseudo Monte Carlo draws and
+    importance sampling. The demographics that were resampled are from Amil Petrin's GAUSS code, available on his
+    website.
+PETRIN_VALUES_LOCATION : `str`
+    Location of a CSV file containing micro moment values matched by :ref:`references:Petrin (2002)`. These are the
+    rounded values reported in Table 6a of the working paper version of the original paper.
+PETRIN_COVARIANCES_LOCATION : `str`
+    Location of a CSV file containing micro moment sample covariances used by :ref:`references:Petrin (2002)`. The data
+    are from Amil Petrin's GAUSS code, available on his website.
 
 Examples
 --------
@@ -40,3 +59,7 @@
 NEVO_AGENTS_LOCATION = str(_DATA_PATH / 'nevo_agents.csv')
 BLP_PRODUCTS_LOCATION = str(_DATA_PATH / 'blp_products.csv')
 BLP_AGENTS_LOCATION = str(_DATA_PATH / 'blp_agents.csv')
+PETRIN_PRODUCTS_LOCATION = str(_DATA_PATH / 'petrin_products.csv')
+PETRIN_AGENTS_LOCATION = str(_DATA_PATH / 'petrin_agents.csv')
+PETRIN_VALUES_LOCATION = str(_DATA_PATH / 'petrin_values.csv')
+PETRIN_COVARIANCES_LOCATION = str(_DATA_PATH / 'petrin_covariances.csv')