yh-files.zip
Creators:
Yohei Yamamoto
;
Naoko Hara
From the dataset abstract
This study proposes a method to identify factor-augmented vector autoregression models without imposing uncorrelatedness or any timing restrictions among observed and unobserved factors...
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/02919352-8d9c-40ab-b897-02b5f68d8f74/resource/aff35e42-b470-4be9-95ed-71cbeb34fed1/download/yh-files.zip |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
