Description Usage Format Source References
Carasco 2010 GNP
1 |
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.
Vector of dates
US GNP series
log difference of US GNP series
https://www.econometricsociety.org/content/supplement-optimal-test-markov-switching-parameters
Carrasco, Marine, Liang Hu, and Werner Ploberger. 2014. “Optimal test for Markov switch- ing parameters.” Econometrica
82 (2): 765–784.
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