readme.bct.txt
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)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/b1f462c1-c01f-4518-a868-ab8b0e1df3ed/resource/cb8bda36-6efe-4c85-be0d-fd331f9deebd/download/readme.bct.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
