| CRSPmon | R Documentation |
monthly observations from 1969-1 to 1998-12
number of observations : 360
observation : production units
country : United States
data(CRSPmon)A time series containing :
the return for General Electric, PERMNO 12060
the return for IBM, PERMNO 12490
the return for Mobil Corporation, PERMNO 15966
the return for the CRSP value-weighted index, including dividends
Center for Research in Security Prices, Graduate School of Business, University of Chicago, 725 South Wells - Suite 800, Chicago, Illinois 60607, https://www.crsp.org.
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, chapter 13.
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
Index.Time.Series