abc-codes-and-data.zip
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)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/58ea834c-a6d6-402d-b305-8c79e5b5139c/resource/d4fcad96-b7aa-44f2-947d-58395c3d946f/download/abc-codes-and-data.zip |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
