readme.tim.txt
Creators:
Allan Timmermann
From the dataset abstract
The paper analyses the impact of persistence and volatility in the discount rate in present-value models on cointegration tests in levels and in logarithms. In simulations we find that...
Source: Cointegration tests of present value models with a time-varying discount factor (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/d448e9a9-b783-4e91-aefe-1a52b9dcdf9c/resource/6a0b9969-2755-4b83-8059-932887e042b8/download/readme.tim.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
