MW {Ecdat} | R Documentation |
quarterly observations from 1963-3 to 1975-4
number of observations : 50
observation : country
country : United States
data(MW)
A time serie containing :
MacKinnon, J. G. and H.t White (1985) “Some heteroskedasticity consistent covariance matrix estimators with improved finite sample properties”, Journal of Econometrics , 29, 305-325.
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, http://www.econ.queensu.ca/ETM/, chapter 5.
Index.Books
, Index.Economics
, Index.Econometrics
, Index.Observations
, Index.Time.Series