kt-files.zip
Creators:
Christian Kascha
;
Carsten Trenkler
From the dataset abstract
We bring together some recent advances in the literature on vector autoregressive moving-average models, creating a simple specification and estimation strategy for the cointegrated case....
Source: Simple Identification and Specification of Cointegrated Varma Models (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/3410b494-b23d-4ddb-ac93-a0326d7805b2/resource/94a547a0-909c-4c47-8645-ef7d64b906f4/download/kt-files.zip |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
