threshtvp_0.2.tar.gz
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 | application/x-tar |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/5e6f48df-610c-4312-8c27-fb7729ee59cc/resource/7ceb9bd8-aa06-4191-8ff7-43354a348620/download/threshtvp_0.2.tar.gz |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
