readme.dh.txt
Creators:
Douglas J. Hodgson
From the dataset abstract
The paper reports simulation and empirical evidence on the finite-sample performance of adaptive estimators in cointegrated systems. Adaptive estimators are asymptotically efficient, even...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/090149a3-f2ea-41a6-8578-d2d57f8bec8d/resource/5ff01e25-82c3-4893-83c5-0d582d4b590a/download/readme.dh.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
