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VAR.etp (version 0.7)
data1: stock return data used in Kim (2014)
Description
stock return data used in Kim (2014)
Usage
data(data1)
Arguments
References
Kim, J.H. 2014, Testing for parameter restrictions in a stationary VAR model: a bootstrap alternative. Economic Modelling, 41, 267-273.
Examples
Run this code
data(data1)
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