yh-files.zip
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...
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/00608b00-90b3-4583-b617-c69ccb878986/resource/b83f65ce-3def-4170-a9fd-7d087ec5c0df/download/yh-files.zip |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
