bond-yields.txt
Creators:
Min Wei
;
Jonathan H. Wright
From the dataset abstract
Long-horizon predictive regressions in finance pose formidable econometric problems when estimated using available sample sizes. Hodrick in 1992 proposed a remedy that is based on running...
Source: REVERSE REGRESSIONS AND LONG-HORIZON FORECASTING (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/1f6104a4-857c-4e82-aa73-058ffee24371/resource/c928246e-94fe-45d9-9156-2eb4326ee281/download/bond-yields.txt |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
