some econometric analysis of constructed binary time adrian pagan
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0. Some Econometric Analysis of Constructed Binary Time Adrian Pagan. Centre for Applied Macroeconomic Analysis http://cama.anu.edu.au. - PowerPoint PPT PresentationTRANSCRIPT
Some Econometric Analysis of Constructed Binary Time Adrian Pagan
Centre for Applied MacroeconomicAnalysis http://cama.anu.edu.au
5.9
6.0
6.1
6.2
6.3
6.4
6.5
1914M12 1915M5 1915M10 1916M3 1916M8
Bull Market of 1914/11-1916/8
LN1 P
12.0
12.1
12.2
12.3
12.4
12.5
12.6
12.7
1970M6 1971M2 1971M10 1972M6 1972M12
Bull Market of 1970/6-1972/12
LN P
-0.002
-0.001
0.000
0.001
0.002
1870M1 1902M1 1934M1 1966M1 1997M12
EDURDEP
