MW                   package:Ecdat                   R Documentation

_G_r_o_w_t_h _o_f _D_i_s_p_o_s_a_b_l_e _I_n_c_o_m_e _a_n_d _T_r_e_a_s_u_r_y _B_i_l_l _R_a_t_e

_D_e_s_c_r_i_p_t_i_o_n:

     quarterly observations from 1963-3 to 1975-4

     _number of observations_ :  50

     _observation_ :  country

     _country_ :  United States

_U_s_a_g_e:

     data(MW)

_F_o_r_m_a_t:

     A time serie containing :

     _r_d_i the rate of growth of real U.S. disposable income, seasonally
          adjusted

     _t_r_a_t_e the U.S. treasury bill rate

_S_o_u_r_c_e:

     MacKinnon, J. G.  and  H.t  White (1985) "Some heteroskedasticity
     consistent  covariance matrix estimators with improved finite
     sample properties", _Journal of Econometrics _, *29*, 305-325.

_R_e_f_e_r_e_n_c_e_s:

     Davidson, R.  and  James G.  MacKinnon (2004) _Econometric Theory
     and Methods_, New York, Oxford University Press, <URL:
     http://www.econ.queensu.ca/ETM/>, chapter 5.

_S_e_e _A_l_s_o:

     'Index.Books', 'Index.Economics', 'Index.Econometrics',
     'Index.Observations', 'Index.Time.Series'

