readme.yh.txt
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...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/00608b00-90b3-4583-b617-c69ccb878986/resource/7fb834c3-246e-4b06-bd2b-a11e36608e4a/download/readme.yh.txt |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
