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://jda-test.zbw.eu/dataset/6cdf6626-8278-4b79-974b-0d63a0d4e5b0/resource/340e7a7b-7ae2-40f4-9b5b-0252ea114b49/download/bond-yields.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
