taidata.csv
Creators:
David I. Harvey
;
Stephen J. Leybourne
;
Robert Sollis
;
A. M. Robert Taylor
From the dataset abstract
We propose new real-time monitoring procedures for the emergence of end-of-sample predictive regimes using sequential implementations of standard (heteroskedasticity-robust) regression...
Source: Real‐time detection of regimes of predictability in the US equity premium (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/fe2a86f2-0e64-4aa8-8975-85ea9fed2a14/resource/bb733354-f8fc-4b56-a8e1-42a932fb3c41/download/taidata.csv |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
