Classical {ETM}R Documentation

The classical normal linear model

Description

artificial datas

number of observations : 50

Usage

data(Classical)

Format

A dataframe containing :

ID
the observation number
y
the dependent variable
x2
the first regressor, x2
x3
the second regressor, x3

Note

“These are artificial data generated from the classical normal linear model y_t = beta_1 + beta_2 X_t2 + beta_3 X_t3 + u_t, where u_t is NID(0,σ^2). In the DGP, beta_1 = 5.0, beta_2 = 1.0, beta_3=0.3, and sigma^2=1.0.”

References

Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, chapter 1.


[Package ETM version 0.1-2 Index]