| data1 {VAR.etp} | R Documentation |
stock return data used in Kim (2014)
Description
stock return data used in Kim (2014)
Usage
data(data1)References
Kim, J.H. 2014, Testing for parameter restrictions in a stationary VAR model: a bootstrap alternative. Economic Modelling, 41, 267-273.
Examples
data(data1)
[Package VAR.etp version 1.1 Index]