readme.hkf.txt
Creators:
Florian Huber
;
Gregor Kastner
;
Martin Feldkircher
From the dataset abstract
We propose a straightforward algorithm to estimate large Bayesian time-varying parameter vector autoregressions with mixture innovation components for each coefficient in the system. The...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/5e6f48df-610c-4312-8c27-fb7729ee59cc/resource/30d855b0-0df0-4747-8859-19e7b8ce1590/download/readme.hkf.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
