HIGH.DAT
Creators:
Richard T. Baillie
;
Ching-Fan Chung
;
Margie Tieslau
From the dataset abstract
This paper considers the application of long-memory processes to describing inflation for ten countries. We implement a new procedure to obtain approximate maximum likelihood estimates of...
Source: Analysing inflation by the fractionally integrated ARFIMA-GARCH model (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/c3a498d5-83e9-4a0d-8c0b-9a6196f61610/resource/082f0ace-13cd-4339-b0a5-a3a644fbe434/download/high.dat |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
