Econometrics and Statistics
ISSN: 2452-3062
Datasets associated with articles published in Econometrics and Statistics
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- Data for: Hypothesis testing for tail dependence parameters on the boundary of the parameter space- Prices of CAC40 and DAX, downloaded from Yahoo Finance - Code for the weighted least squares estimator and the hypothesis test. Some of the function are adapted from the ones in the tailDepFun package (Kiriliouk, 2016)
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