Kmenta: Partly Artifical Data on the U. S. Economy
In john-d-fox/lm2sls: Two-Stage Least-Squares Regression With Diagnostics
Description
Usage
Format
Source
Description
These are partly contrived data from Kmenta (1986), constructed
to illustrate estimation of a simultaneous-equation econometric model. The data
are an annual time-series for the U.S. economy from 1922 to 1941. The values of the
exogenous variables 'D', and 'F', and 'A' are real, while those of the endogenous
variables are simulated according to the linear simultaneous equation model fit in the help
page for link{lm2sls}.
Usage
1
Format
A data frame with 20 rows and 5 columns.
- Q
food consumption per capita.
- P
ratio of food prices to general consumer prices.
- D
disposible income in constant dollars.
- F
ratio of preceding year's prices received by farmers to general consumer prices.
- A
time in years.
Source
Kmenta, J. (1986) Elements of Econometrics, Second Edition, Macmillan.
john-d-fox/lm2sls documentation built on Nov. 4, 2019, 3:05 p.m.
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Description Usage Format Source
Description
These are partly contrived data from Kmenta (1986), constructed
to illustrate estimation of a simultaneous-equation econometric model. The data
are an annual time-series for the U.S. economy from 1922 to 1941. The values of the
exogenous variables 'D', and 'F', and 'A' are real, while those of the endogenous
variables are simulated according to the linear simultaneous equation model fit in the help
page for link{lm2sls}.
Usage
1 |
Format
A data frame with 20 rows and 5 columns.
- Q
food consumption per capita.
- P
ratio of food prices to general consumer prices.
- D
disposible income in constant dollars.
- F
ratio of preceding year's prices received by farmers to general consumer prices.
- A
time in years.
Source
Kmenta, J. (1986) Elements of Econometrics, Second Edition, Macmillan.
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.
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