kasshi14GDP: Kasaharra 2018 US GDP data
In roga11/MSTest_v1: MSTest: An R-package For Testing Markov-Switching Models
Description
Usage
Format
Source
References
Description
Kasaharra 2018 US GDP data
Usage
1
Format
This data is used in Kasahara & Shimotsu (2018) working paper. The series ranges from
1960Q1 to 2014Q4.
- DATE
Vector of dates
- GNP_logdiff
log difference of US GDP series
Source
https://arxiv.org/abs/1801.06862
References
Kasahara, H., & Shimotsu, K. (2018). Testing the number of regimes in Markov regime
switching models. arXiv preprint arXiv:1801.06862.
roga11/MSTest_v1 documentation built on Dec. 22, 2021, 5:16 p.m.
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Description Usage Format Source References
Description
Kasaharra 2018 US GDP data
Usage
1 |
Format
This data is used in Kasahara & Shimotsu (2018) working paper. The series ranges from 1960Q1 to 2014Q4.
- DATE
Vector of dates
- GNP_logdiff
log difference of US GDP series
Source
https://arxiv.org/abs/1801.06862
References
Kasahara, H., & Shimotsu, K. (2018). Testing the number of regimes in Markov regime switching models. arXiv preprint arXiv:1801.06862.
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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