readme.kt.txt
Creators:
Christian Kascha
;
Carsten Trenkler
From the dataset abstract
We bring together some recent advances in the literature on vector autoregressive moving-average models, creating a simple specification and estimation strategy for the cointegrated case....
Source: Simple Identification and Specification of Cointegrated Varma Models (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/c02ea7ba-a2c5-4d6e-b821-4b5362b7c01c/resource/9fdf5646-2c03-4a86-b996-9bd0a3c37db0/download/readme.kt.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
