Description Usage Format Details
Data on excess returns Yt (
1 | data('Table6_1')
|
OBS Year and Month
Y: Excess returns (
X: Excess returns (
Source: These data, originally obtained from DataStream databank, are reproduced from Christiaan Heij et al., Econometrics Methods with Applications in Business and Economics, Oxford University Press, Oxford, U.K., 2004.
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