cdxr1.data
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...
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Metadata
| Field | Value |
|---|---|
| Format | data |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/090149a3-f2ea-41a6-8578-d2d57f8bec8d/resource/8bf80074-da30-4313-b427-61247a0db3a0/download/cdxr1.data |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
