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Replication files for "Covariates Hiding in the Tails"

Bachem, Milian; Ergun, Lerby; de Vries, Casper G.
2026
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Description

Abstract: Replication files for peer-reviewed article published in The Econometrics Journal. Paper published online December 22, 2025. When citing this dataset, please also cite the associated article. A sample Publication Citation is provided below.

Details

Title
Replication files for "Covariates Hiding in the Tails"
Creator
Bachem, Milian (Erasmus University)
Ergun, Lerby (Bank of Canada)
de Vries, Casper G. (Erasmus University)
Other Identifiers
URL: https://academic.oup.com/ectj/advance-article/doi/10.1093/ectj/utaf029/8400361?login=true#supplementary-data
Resource Type
Dataset
Series (Uniform Title)
Reproducibility Package
Ensemble de données pour la reproductibilité des résultats de recherche
Publisher
Oxford University Press
Date
2026
Relevant Dates
Available: 2025-12-22
Language
English
Note
For inquiries about this resource, please reach out via the Bank of Canada General Inquiries form
Availability Statement
Files may be downloaded from from this page, or from the URL listed above (with subscription).
License
Creative Commons Attribution 4.0 International, CC-BY-4.0, (https://creativecommons.org/licenses/by/4.0/legalcode)
BSD 3-Clause "New" or "Revised" License, BSD-3-Clause, (https://opensource.org/licenses/BSD-3-Clause)
Publication Citation
Bachem, M., L. Ergun and C. de Vries. 2026. "Covariates Hiding in the Tails." The Econometrics Journal Forthcoming No. TBD. https://doi.org/10.1093/ectj/utaf029.
JEL Codes
Record Appears in
Bank of Canada Research > Research Reproducibility Packages

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