vahid-engle.data
Creators:
Farshid Vahid
;
Robert F. Engle
From the dataset abstract
The existence of a serial correlation common feature among the first differences of a set of I(1) variables implies the existence of a common cycle in the Beveridge-Nelson-Stock-Watson...
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Metadata
| Field | Value |
|---|---|
| Format | data |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/4d2e03a7-129f-4a06-a8a7-f7b3036f8b13/resource/751d45c7-2046-41b1-91f2-49d11af9e213/download/vahid-engle.data |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
