Included here are the fitted HHI data used in Hoberg and Phillips 2010 (cite below).  This data is not lagged, so if your analysis requires 
using lagged data, you need to impose the lag.   It should be self explanatory.  Generally this would be merged to other data using the 
three digit SIC code and the year.   We also include the stata file that was used to process the data.  

* This data was used in the following study.  Please read the data section of this paper for more details on how the data was constructed.  
Also, please cite this paper when using this data.  

Real and Financial Industry Booms and Busts, Gerard Hoberg and Gordon Phillips, Journal of Finance, 2010 65 (1), 45-86.