MW {ETM}R Documentation

Growth of disposable income end treasury bill rate

Description

quarterly observations from 1963-3 to 1975-4

number of observations : 50

observation : Country

country : United States

Usage

data(MW)

Format

A dataframe containing :

ID
contains the observation number
x2
the rate of growth of real U.S. disposable income, seasonally adjusted
x3
the U.S. treasury bill rate

Note

“Both series have been normalized, as described in the paper.”

Source

MacKinnon, James G. and Halbert White (1985) “Some heteroskedasticity consistent covariance matrix estimators with improved finite sample properties”, Journal of Econometrics , 29, 305-325.

References

Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, chapter 5.


[Package ETM version 0.1-2 Index]