Korobilis-data.xls
Creators:
Dimitris Korobilis
From the dataset abstract
This paper develops methods for automatic selection of variables in Bayesian vector autoregressions (VARs) using the Gibbs sampler. In particular, I provide computationally efficient...
Source: VAR FORECASTING USING BAYESIAN VARIABLE SELECTION (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/vnd.ms-excel |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/b73a4d71-ee08-4e30-a11d-666f1a8825a0/resource/1f5ef890-3355-462d-830d-2644fb2cb28b/download/korobilis-data.xls |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
