qdatap.txt
Creators:
Christopher Otrok
;
B. Ravikumar
;
Charles H. Whiteman
From the dataset abstract
We use recent statistical tests, based on a distance between the model and the Hansen-Jagannathan bound, to compute the rejection rates of true models. For asset-pricing models with...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/1c2377f3-91bb-42e1-8ef3-354437f84c54/resource/604b7f98-1a5e-467a-8b44-64dd97cb9747/download/qdatap.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
