plm (version 1.6-5)

Parity: Purchasing Power Parity and other parity relationships

Description

A panel of 104 quarterly observations from 1973Q1 to 1998Q4

total number of observations : 1768

observation : country

country : OECD

Usage

data(Parity)

Format

A data frame containing :

Source

Coakley, J., Fuertes, A. M., and Smith, R. (2006) “Unobserved heterogeneity in panel time series models”, Computational Statistics & Data Analysis, 50(9), 2361--2380.

References

Coakley, J., Fuertes, A. M., and Smith, R. (2006) “Unobserved heterogeneity in panel time series models”, Computational Statistics & Data Analysis, 50(9), 2361--2380.

Driscoll, J. C., and Kraay, A. C. (1998). “Consistent covariance matrix estimation with spatially dependent panel data”, Review of Economics and Statistics, 80(4), 549--560.