readme.hps.txt
Creators:
Stephen G. Hall
;
Zacharias Psaradakis
;
Martin Sola
From the dataset abstract
In this paper we examine a model of cointegration where long-run parameters are subject to switching between several different cointegrating regimes. These shifts are allowed to be...
Source: COINTEGRATION AND CHANGES IN REGIME: THE JAPANESE CONSUMPTION FUNCTION (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/87798321-5117-4a5d-a881-1d40178a3422/resource/6735eb1c-c4bd-410d-8c65-fb628b431fef/download/readme.hps.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
