data-dww.txt
Creators:
Matthieu Droumaguet
;
Anders Warne
;
Tomasz Woźniak
From the dataset abstract
In this paper, we derive restrictions for Granger noncausality in MS-VAR models and show under what conditions a variable does not affect the forecast of the hidden Markov process. To...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/a173ea1a-92f5-427c-bb17-4203f7afacba/resource/64030f06-a89c-4d2d-b1a6-e4f38b307525/download/data-dww.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
