Data from the Martin Marietta company collected overa period of 5 years on a monthly basis
A data frame with 60 observations on the following 4 variables.
the month the data was collected
a numeric vector
excess returns from the Martin Marietta company
an index for the excess rate returns for the New York stock exchange
Bulter et al (1990). Robust and partly adpative estimation of regression models. Review of Economic Statistics, 72, 321-327.
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