MW | R Documentation |
quarterly observations from 1963-3 to 1975-4
number of observations : 50
observation : country
country : United States
data(MW)
A time series containing :
the rate of growth of real U.S. disposable income, seasonally adjusted
the U.S. treasury bill rate
MacKinnon, J. G. and H. T. White (1985) “Some heteroskedasticity consistent covariance matrix estimators with improved finite sample properties”, Journal of Econometrics, 29, 305-325.
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, chapter 5.
Index.Source
, Index.Economics
, Index.Econometrics
, Index.Observations
,
Index.Time.Series
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