freddata_Q.csv
Creators:
Joshua C. C. Chan
;
Eric Eisenstat
;
Chenghan Hou
;
Gary Koop
From the dataset abstract
Adding multivariate stochastic volatility of a flexible form to large vector autoregressions (VARs) involving over 100 variables has proved challenging owing to computational...
Source: Composite likelihood methods for large Bayesian VARs with stochastic volatility (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/62128d0f-32fa-4200-a78d-cb7aa50d57f6/resource/3744d344-0d97-443c-9811-9f043b3b04c1/download/freddata_q.csv |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
