hk-files.zip
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)
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Metadata
Field | Value |
---|---|
Format | application/zip |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/7fe987d7-0f77-4071-9896-15239ae85d2e/resource/d8f351b5-4424-4d59-b91e-b5094e7bbdaf/download/hk-files.zip |
Last updated | November 23, 2022 |
Created | November 23, 2022 |