readme.kt.txt
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)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/3410b494-b23d-4ddb-ac93-a0326d7805b2/resource/9dc3d696-123b-472b-9c52-c1c4614d9a6e/download/readme.kt.txt |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
