vahid-engle.data
Creators:
Farshid Vahid
;
Robert F. Engle
From the dataset abstract
The existence of a serial correlation common feature among the first differences of a set of I(1) variables implies the existence of a common cycle in the Beveridge-Nelson-Stock-Watson...
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Metadata
| Field | Value |
|---|---|
| Format | data |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/4e14af33-0050-4cd8-80f9-b23e36488455/resource/313cae49-b86f-45fb-83f1-dbd445ba7fa2/download/vahid-engle.data |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
