SciencesPo (version 0.11.21)

swatson93: Stock's and Watson's (1993) Data.

Description

Data set used by Stock and Watson (1993) to estimate co-integration.

Usage

data(swatson93)

source

Hayashi, F. (2000) Econometrics. Princeton. New Jersey, USA: Princeton University.

http://fmwww.bc.edu/ec-p/data/Hayashi/

References

Stock, J. H., and Watson, M. W. (1993) A simple estimator of cointegrating vectors in higher order integrated systems. Econometrica: Journal of the Econometric Society, 783--820.

Examples

data(swatson93)