Nonnested {ETM} | R Documentation |
artificial datas
number of observations : 40
data(Nonnested)
A dataframe containing :
“These are artificial data where x1, x2, z3, and z4 are independent drawings from the standard normal distribution, and z2 = x1-x2 plus another vector of independent standard normal drawings.”
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, chapter 15.