AbstractInstructional 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: RS: 91 day Treasury Bill rate, monthly, March 1952 to December 1995 (526 observations); R20: Yield on 20 Year UK Gilts, monthly, March 1952 to December 1995
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Bibliographic InfoPaper provided by Boston College Department of Economics in its series Instructional Stata datasets for econometrics with number rs-r20.
Date of creation: 2000
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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