USRGDP

This data is used in Rodriguez-Rondon &amp; Dufour (2026a). The series ranges from
1947Q2 to 2024Q2.

datasets

Implementation of hypothesis testing procedures described in Hansen (1992) <doi:10.1002/jae.3950070506>, Carrasco, Hu, & Ploberger (2014) <doi:10.3982/ECTA8609>, Dufour & Luger (2017) <doi:10.1080/07474938.2017.1307548>, and Rodriguez-Rondon & Dufour (2026a) <doi:10.34989/swp-2026-23> that can be used to identify the number of regimes in Markov switching models. For a detailed description of the package, see Rodriguez-Rondon & Dufour (2026b) <doi:10.34989/swp-2026-7>.

Gabriel Rodriguez-Rondon

MSTest

Hypothesis Testing for Markov Switching Models

Jean-Marie Dufour

USRGDP function

<dl>
 <dt>Date</dt>
<dd>Vector of dates</dd> <dt>RGDP</dt>
<dd>US Real GDP series</dd> <dt>RGDP_gr</dt>
<dd>log difference of US Real GDP series</dd>
</dl>

Format

US Real GDP data 1947Q2 - 2024Q2 — USRGDP

<dl>
 <dt>Date</dt>
<dd>Vector of dates</dd>

 <dt>RGDP</dt>
<dd>US Real GDP series</dd>

 <dt>RGDP_gr</dt>
<dd>log difference of US Real GDP series</dd>


</dl>

USRGDP: US Real GDP data 1947Q2 - 2024Q2

Description

Usage

Arguments

Format

References