readme.gl.txt
Creators:
Nikolay Gospodinov
;
Damba Lkhagvasuren
From the dataset abstract
This paper proposes a moment-matching method for approximating vector autoregressions by finite-state Markov chains. The Markov chain is constructed by targeting the conditional moments...
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/1723e4ff-c985-4c16-9e72-bc95bc4dae5a/resource/5e9b4cec-6d69-4ade-a92c-a2c2ee26f2a8/download/readme.gl.txt |
Last updated | November 17, 2022 |
Created | November 17, 2022 |