MW {ETM} | R Documentation |
quarterly observations from 1963-3 to 1975-4
number of observations : 50
observation : Country
country : United States
data(MW)
A dataframe containing :
“Both series have been normalized, as described in the paper.”
MacKinnon, James G. and Halbert 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, chapter 5.