data-dww.txt
Creators:
Matthieu Droumaguet
;
Anders Warne
;
Tomasz Woźniak
From the dataset abstract
In this paper, we derive restrictions for Granger noncausality in MS-VAR models and show under what conditions a variable does not affect the forecast of the hidden Markov process. To...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/2553f772-07af-4157-bbc8-41aae3def298/resource/edf7cb42-90d7-4ba8-ae32-bb92e66136c7/download/data-dww.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
