readme.dk.txt
Creators:
Dimitris Korobilis
From the dataset abstract
This paper develops methods for automatic selection of variables in Bayesian vector autoregressions (VARs) using the Gibbs sampler. In particular, I provide computationally efficient...
Source: VAR FORECASTING USING BAYESIAN VARIABLE SELECTION (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/7366af2b-5b8a-4b52-82eb-06571b42c8a6/resource/eae30c20-9da7-4524-af43-1ea53e89050b/download/readme.dk.txt |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
