readme.lp.txt
Creators:
Michele Lenza
;
Giorgio E. Primiceri
From the dataset abstract
This paper illustrates how to handle a sequence of extreme observations-such as those recorded during the COVID?19 pandemic-when estimating a vector autoregression, which is the most...
Source: How to estimate a vector autoregression after March 2020 (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/510ab8aa-09a7-44bc-abcb-8c77e9d13584/resource/16239ac2-9244-45fc-bc0f-261ac225befb/download/readme.lp.txt |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
