The dataset that was used in ..., containing a range of variables.
ylpc
An object of class spec_tbl_df
(inherits from tbl_df
, tbl
, data.frame
) with 174 rows and 12 columns.
Yang, B., Long, W., Peng, L., and Cai, Z. (2020). Autoregressive-model-based inference for predictive regressions with persistent predictors. Journal of the American Statistical Association, 115(530), 1029-1039. DOI: 10.1080/01621459.2019.1686392