lkdata.zip
Creators:
Lutz Kilian
From the dataset abstract
The use of a new bootstrap method for small-sample inference in long-horizon regressions is illustrated by analysing the long-horizon predictability of four major exchange rates, and the...
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/1f8ca6a2-5209-4bac-ad14-ba730e2b54f5/resource/30e5341a-262a-4d48-808e-55aacc59c5c6/download/lkdata.zip |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
