readme.abc.txt
Creators:
Daniel Felix Ahelegbey
;
Monica Billio
;
Roberto Casarin
From the dataset abstract
This paper proposes a Bayesian, graph-based approach to identification in vector autoregressive (VAR) models. In our Bayesian graphical VAR (BGVAR) model, the contemporaneous and temporal...
Source: Bayesian Graphical Models for STructural Vector Autoregressive Processes (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/58ea834c-a6d6-402d-b305-8c79e5b5139c/resource/338d9aa0-2d79-47d9-ae75-1b3ea4d2a942/download/readme.abc.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
