readme.yh.txt
Creators:
Yohei Yamamoto
;
Naoko Hara
From the dataset abstract
This study proposes a method to identify factor-augmented vector autoregression models without imposing uncorrelatedness or any timing restrictions among observed and unobserved factors...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/02919352-8d9c-40ab-b897-02b5f68d8f74/resource/5dcb8ce5-d1f4-4e2b-94a1-c4a980e5ac69/download/readme.yh.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
