readme.bb.txt
Creators:
Matteo Barigozzi
;
Christian T. Brownlees
From the dataset abstract
We model a large panel of time series as a vector autoregression where the autoregressive matrices and the inverse covariance matrix of the system innovations are assumed to be sparse....
Source: NETS: Network estimation for time series (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/5b242423-ddc0-4f96-bdab-6bf2e39ff85b/resource/8dd12afb-b001-4de3-ad69-e57a8ff16018/download/readme.bb.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
