English, Article, Journal or magazine article edition: rsq-20-r Terence C. Mills

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Bookmark: http://trove.nla.gov.au/version/101343
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • rsq-20-r
Author
  • Terence C. Mills
Physical Description
  • preprint
Notes
  • Instructional dataset, Accompanying Econometric Analysis of Financial Time Series, Terence C. Mills, Cambridge University Press, 2d ed. (c) 2000 Datasets also accessible in ASCII from http:/​/​www.lboro.ac.uk/​departments/​ec/​cup Includes the variables: RSQ: 91 day Treasury Bill rate, quarterly, 1952Q1 to 1995Q4 (176 observations); R20Q: Yield on 20 Year UK Gilts, quarterly, 1952Q1 to 1995Q4; RSQREAL: Real 91 day Treasury Bill rate, quarterly, 1952Q1 to 1995Q3 (175 observations)
  • RePEc:boc:bocins:rsq-20-r
Language
  • English
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