HIGH.DAT
Creators:
Richard T. Baillie
;
Ching-Fan Chung
;
Margie Tieslau
From the dataset abstract
This paper considers the application of long-memory processes to describing inflation for ten countries. We implement a new procedure to obtain approximate maximum likelihood estimates of...
Source: Analysing inflation by the fractionally integrated ARFIMA-GARCH model (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/b1f462c1-c01f-4518-a868-ab8b0e1df3ed/resource/e392017c-6897-4980-9e08-176ece3f486e/download/high.dat |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
