UCSV.ox
Creators:
Mengheng Li
;
Siem Jan Koopman
From the dataset abstract
The unobserved components time series model with stochastic volatility has gained much interest in econometrics, especially for the purpose of modelling and forecasting inflation. We...
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Metadata
Field | Value |
---|---|
Format | ox |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/3cc32ce8-21d6-415c-90da-9f4c160e75db/resource/f6a0df60-b5ea-4b1a-a28a-84d134223b6a/download/ucsv.ox |
Last updated | November 23, 2022 |
Created | November 23, 2022 |