Time series of observed and expected price changes in British manufacturing.
A quarterly multiple time series from 1972(1) to 1985(2) with 2 variables.
Online complements to Greene (2003), Table F8.1.
Greene, W.H. (2003). Econometric Analysis, 5th edition. Upper Saddle River, NJ: Prentice Hall.
Pesaran, M.H., and Hall, A.D. (1988). Tests of Non-nested Linear Regression Models Subject To Linear Restrictions. Economics Letters, 27, 341–348.