multivariate_adjustment_gibbs.m
Creators:
José Luis Gallizo
;
Pilar Gargallo
;
Manuel Salvador
From the dataset abstract
In this paper we propose a multivariate extension of the partial adjustment model of financial ratios. To that end, we use a dynamic factor model which assumes that financial ratios...
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/d9f023e7-ade5-4db2-9787-ef46243558ad/resource/f75313e3-b9bb-4ab7-a16f-c0a6fb152b9b/download/multivariate_adjustment_gibbs.m |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
