datancbvar.txt
Creators:
Markku Lanne
;
Jani Luoto
From the dataset abstract
We consider Bayesian analysis of the noncausal vector autoregressive model that is capable of capturing nonlinearities and effects of missing variables. Specifically, we devise a fast and...
Source: Noncausal Bayesian Vector Autoregression (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/cc5caad1-c68d-4285-91bc-67eb25f4629c/resource/36ad7584-b5ff-447e-bc5c-0b76231c4bab/download/datancbvar.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
