1. BootPR::IPdata
    US industrial production data
  2. GRS.test::data
    Fama-French Data: 25 size-B/M portfolio and risk factors, obtained from French's library
  3. OptSig::data1
    Data for the U.S. production function estimation
  4. VAR.etp::dat
    German investment income consumption in log difference
  5. VAR.etp::data1
    stock return data used in Kim (2014)
  6. vrtest::exrates
    wright's Exchange Rates Data