carhuplo10GNP: Carasco 2010 GNP

Description Usage Format Source References

Description

Carasco 2010 GNP

Usage

1

Format

This dataset is the extension of the GNP series used in CHP (2014). Specifically, the series GNP_logdiff from this dataset is used. This series ranges from 1951Q2 to 2010Q4.

DATE

Vector of dates

GNP

US GNP series

GNP_logdiff

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 switch- ing parameters.” Econometrica

82 (2): 765–784.


roga11/MSTest_v1 documentation built on Dec. 22, 2021, 5:16 p.m.