timmer.data
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)
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Metadata
| Field | Value |
|---|---|
| Format | data |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/d448e9a9-b783-4e91-aefe-1a52b9dcdf9c/resource/d8c26c2b-3a8a-45eb-b99f-6780be966287/download/timmer.data |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
