freddata_Q.mat
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)
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Metadata
| Field | Value |
|---|---|
| Format | mat |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/62128d0f-32fa-4200-a78d-cb7aa50d57f6/resource/7044dd22-fedd-4ef3-ae55-a759dbb79e33/download/freddata_q.mat |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
