Time series of observed and expected price changes in British manufacturing.
Usage
data("UKInflation")
Arguments
source
Online complements to Greene (2003), Table F8.1.
http://pages.stern.nyu.edu/~wgreene/Text/tables/tablelist5.htm
References
Greene, W.H. (2003). Econometric Analysis, 5th edition. Upper Saddle River, NJ: Prentice Hall.
Pesaran, M.H., and Hall, A.D. (1988). Tests of Non-nested Linear Regression Models
Subject To Linear Restrictions. Economics Letters, 27, 341--348.