readme.sp.txt
Creators:
Yixiao Sun
;
Peter C.B. Phillips
From the dataset abstract
It is argued that univariate long memory estimates based on ex post data tend to underestimate the persistence of ex ante variables (and, hence, that of the ex post variables themselves)...
Source: Understanding the Fisher equation (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/bd11a7dc-5059-4819-b9ae-df0b8dbdd0fa/resource/2c8ddbbb-9ed2-4c87-930e-3d6f0282d40f/download/readme.sp.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
