taidata.csv
Creators:
David I. Harvey
;
Stephen J. Leybourne
;
Robert Sollis
;
A. M. Robert Taylor
From the dataset abstract
We propose new real-time monitoring procedures for the emergence of end-of-sample predictive regimes using sequential implementations of standard (heteroskedasticity-robust) regression...
Source: Real‐time detection of regimes of predictability in the US equity premium (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/e8f06d22-d17d-4cd4-af25-7e8a600b846b/resource/c64b3b44-014a-476d-bec5-d643ac305727/download/taidata.csv |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
