wkn-data.zip
Creators:
Joakim Westerlund
;
Hande Karabiyik
;
Paresh Kumar Narayan
From the dataset abstract
The difficulty of predicting returns has recently motivated researchers to start looking for tests that are either more powerful or robust to more features of the data. Unfortunately, the...
Source: Testing for Predictability in panels with General Predictors (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/19893593-2504-4190-b4b7-2c619e5bf5f6/resource/bdb762a1-d40e-4e92-8e65-27b1655c78f8/download/wkn-data.zip |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
