bgt.data: BGT-data Sample Data Set
Description
UK macroeconomic data.
Sample data set employed in Burridge, Gjorstrup and Taylor (2004).
Format
A list containing time series objects.References
Burridge, P., Gjorstrup, F. and Taylor, R. (2004)
Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series.
Department of Economics, City University London. Working Paper 04/08.
URL: https://ideas.repec.org/p/cty/dpaper/04-08.html.