cdxr1.data
Creators:
Douglas J. Hodgson
From the dataset abstract
The paper reports simulation and empirical evidence on the finite-sample performance of adaptive estimators in cointegrated systems. Adaptive estimators are asymptotically efficient, even...
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Metadata
| Field | Value |
|---|---|
| Format | data |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/e128a5ea-b3e6-4ba7-84bf-8e4192dc6856/resource/fc1db119-1f7f-4933-a846-2d4d08833180/download/cdxr1.data |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
