AR1 |
Simlated AR(1) process |
Classical |
The classical normal linear model |
Consumption |
Quarterly data on consumption and expenditure |
Count |
Number of doctor visits |
CRSPday |
Daily returns from the CRSP database |
CRSPmon |
Monthly returns from the CRSP database |
Demsup |
Artificial data for demand-supply model |
Earnings |
Earnings for three age groups |
Hstarts |
Housing starts |
Intratesm |
Interest rates (monthly) |
Intratesq |
Interest rates (quarterly) |
Money |
Money, GDP and interest rate in Canada |
MW |
Growth of disposable income end treasury bill rate |
Nonnested |
Artifical datas for testing non-nested models |
Participation |
Labor force participation |
Partlin |
Artificial datas for estimating partially linear models |
Tbrate |
Interest rate, GDP and inflation |