readme.bct.txt
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)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/c3a498d5-83e9-4a0d-8c0b-9a6196f61610/resource/66c2b3b4-02dd-4184-a432-ae468a8dbed5/download/readme.bct.txt |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
