swatson93: Stock's and Watson's (1993) Data.
In SciencePo: Political Behaviour Analysis Tool
Description
Usage
Format
Source
References
Examples
Description
Data set used by Stock and Watson (1993) to estimate co-integration.
Usage
1
Format
A data frame with 90 observations on the following 5 variables.
lnm1Log M1
lnpLog NNP price deflator
lnnnpLog NNP
cprateA numeric vector
yearCommercial paper rate
Source
Hayashi, F. (2000) Econometrics. Princeton. New Jersey, USA: Princeton University.
http://fmwww.bc.edu/ec-p/data/Hayashi/
References
Stock, J. H., and Watson, M. W. (1993) A simple estimator of cointegrating vectors in higher order integrated systems. Econometrica: Journal of the Econometric Society, 783–820.
Examples
1
2
3
SciencePo documentation built on May 2, 2019, 5:53 p.m.
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Description Usage Format Source References Examples
Description
Data set used by Stock and Watson (1993) to estimate co-integration.
Usage
1 |
Format
A data frame with 90 observations on the following 5 variables.
lnm1Log M1
lnpLog NNP price deflator
lnnnpLog NNP
cprateA numeric vector
yearCommercial paper rate
Source
Hayashi, F. (2000) Econometrics. Princeton. New Jersey, USA: Princeton University.
http://fmwww.bc.edu/ec-p/data/Hayashi/
References
Stock, J. H., and Watson, M. W. (1993) A simple estimator of cointegrating vectors in higher order integrated systems. Econometrica: Journal of the Econometric Society, 783–820.
Examples
1 2 3 |
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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