readme.bm.txt
Creators:
H. Peter Boswijk
;
Jurgen A. Doornik
From the dataset abstract
The distribution of a functional of two correlated vector-Brownian motions is approximated by a Gamma distribution. This functional represents the limiting distribution for cointegration...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/544e0b2a-3a9b-4f57-8735-64efa4ae640e/resource/c1dd74f5-95ae-4470-8020-2a21ec084976/download/readme.bm.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
