@data{jae.2022327.0711642101,
author = {Kapetanios, George and Marcellino, Massimiliano and Venditti, Fabrizio},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {large-timevarying-parameter-vars-a-nonparametric-approach},
year = {2019},
version = {1},
url = {https://journaldata.zbw.eu/dataset/large-timevarying-parameter-vars-a-nonparametric-approach},
doi = "10.15456/jae.2022327.0711642101" 
}