datancbvar.txt
Creators:
Markku Lanne
;
Jani Luoto
From the dataset abstract
We consider Bayesian analysis of the noncausal vector autoregressive model that is capable of capturing nonlinearities and effects of missing variables. Specifically, we devise a fast and...
Source: Noncausal Bayesian Vector Autoregression (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/10cb418b-6ab3-43a1-9428-1c14d5c7494c/resource/db2c7f4a-ca9c-45ee-a9b2-fd1b2b793272/download/datancbvar.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
