prob-int-trans.csv
Creators:
Drew Creal
;
Siem Jan Koopman
;
Andre Lucas
From the dataset abstract
We propose a class of observation-driven time series models referred to as generalized autoregressive score (GAS) models. The mechanism to update the parameters over time is the scaled...
Source: GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/0bc16f8a-23f5-479e-bdfd-be8740181e9c/resource/54c05d69-7278-436b-84c2-bc3b4a64753b/download/prob-int-trans.csv |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
