script_large_dataset.R
Creators:
Florian Huber
;
Gregor Kastner
;
Martin Feldkircher
From the dataset abstract
We propose a straightforward algorithm to estimate large Bayesian time-varying parameter vector autoregressions with mixture innovation components for each coefficient in the system. The...
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Metadata
| Field | Value |
|---|---|
| Format | R |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/5e6f48df-610c-4312-8c27-fb7729ee59cc/resource/16d6cb60-d6cf-4cc9-8e67-ae7ca92d2d1f/download/script_large_dataset.r |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
