Sven may be correct about the potential confusion between data files and session files, but I disagree strongly with his solution. I suspect that this is a matter of approach to econometric projects, but for me the overriding issue is to ensure that there is a clear trail of what has been done to raw data as well as what models have been estimated. Quite apart from my own mistakes, I have had to deal with so much trouble caused by students and researchers who fail to maintain a satisfactory record of what they have been done. For this reason, in my view it is basic good practice to use script files (a) to document the process of transforming data variables and creating new data files, and (b) to maintain a record of the models that have been tested so that the process can be replicated either with new or updated data or by other researchers or in preparing work for publication. In this context, a clear distinction between data files, script files, etc should be the dominant way of working. Session files may be convenient but they discourage good working practice. For myself, I do 99% of my work through script files (or do files in Stata) and I insist that my students and research assistants should work in a similar way because it is so much easier to understand what has been done. This is a plea to maintain the primacy of gdt datafiles combined with script files, which are simple text. Session files should not become the default file type. Gordon Hughes