var.zip
Creators:
K. Rao Kadiyala
;
Sune Karlsson
From the dataset abstract
In Bayesian analysis of vector autoregressive models, and especially in forecasting applications, the Minnesota prior of Litterman is frequently used. In many cases other prior...
Source: NUMERICAL METHODS FOR ESTIMATION AND INFERENCE IN BAYESIAN VAR-MODELS (replication data)
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Metadata
Field | Value |
---|---|
Format | application/zip |
License | CC-BY 4.0 |
URL | https://jda-test.zbw.eu/dataset/5950ce08-9c1a-41ed-8e02-fac45c394de9/resource/83b65f03-53af-4331-ba63-e1c68f2417b4/download/var.zip |
Last updated | November 4, 2022 |
Created | November 4, 2022 |