chp10GNP: Carrasco, Hu, & Ploberger 2010 GNP data
In MSTest: Hypothesis Testing for Markov Switching Models
chp10GNP R Documentation
Carrasco, Hu, & Ploberger 2010 GNP data
Description
Carrasco, Hu, & Ploberger 2010 GNP data
Usage
chp10GNP
Format
This data is the extension of the GNP series used in CHP (2014), Econometrica. This series ranges from
1951Q2 to 2010Q4.
- Date
Vector of dates
- GNP
US GNP series
- GNP_gr
log difference of US GNP series
Source
https://www.econometricsociety.org/content/supplement-optimal-test-markov-switching-parameters
References
Carrasco, Marine, Liang Hu, and Werner Ploberger. 2014. “Optimal test for Markov switching parameters.” Econometrica 82 (2): 765–784.
MSTest documentation built on Oct. 31, 2024, 1:06 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| chp10GNP | R Documentation |
Carrasco, Hu, & Ploberger 2010 GNP data
Description
Carrasco, Hu, & Ploberger 2010 GNP data
Usage
chp10GNP
Format
This data is the extension of the GNP series used in CHP (2014), Econometrica. This series ranges from 1951Q2 to 2010Q4.
- Date
Vector of dates
- GNP
US GNP series
- GNP_gr
log difference of US GNP series
Source
https://www.econometricsociety.org/content/supplement-optimal-test-markov-switching-parameters
References
Carrasco, Marine, Liang Hu, and Werner Ploberger. 2014. “Optimal test for Markov switching parameters.” Econometrica 82 (2): 765–784.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.