readme.tim.txt
Creators:
Allan Timmermann
From the dataset abstract
The paper analyses the impact of persistence and volatility in the discount rate in present-value models on cointegration tests in levels and in logarithms. In simulations we find that...
Source: Cointegration tests of present value models with a time-varying discount factor (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/792a858a-c0a5-41bd-9bea-bb69e6c7a810/resource/4d64ff5e-e7fd-4d18-b4b2-dba6fe8f183a/download/readme.tim.txt |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
