data1: stock return data used in Kim (2014)

data1R Documentation

stock return data used in Kim (2014)

Description

stock return data used in Kim (2014)

Usage

data(data1)

References

Kim, J.H. 2014, Testing for parameter restrictions in a stationary VAR model: a bootstrap alternative. Economic Modelling, 41, 267-273.

Examples

data(data1)

VAR.etp documentation built on Aug. 31, 2023, 9:08 a.m.