readme.hk.txt
Creators:
Erik Hjalmarsson
;
Tamas Kiss
From the dataset abstract
We derive asymptotic results for the long-horizon ordinary least squares (OLS) estimator and corresponding -statistic for stationary autoregressive predictors. The -statistic—formed using...
Source: Long‐run predictability tests are even worse than you thought (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/7fe987d7-0f77-4071-9896-15239ae85d2e/resource/158b568b-c5ca-4957-bf33-3fe811679c81/download/readme.hk.txt |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
