freddata_Q.csv
Creators:
Joshua C. C. Chan
;
Eric Eisenstat
;
Chenghan Hou
;
Gary Koop
From the dataset abstract
Adding multivariate stochastic volatility of a flexible form to large vector autoregressions (VARs) involving over 100 variables has proved challenging owing to computational...
Source: Composite likelihood methods for large Bayesian VARs with stochastic volatility (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/a917025a-9b49-4c9c-8918-20f522a60f75/resource/95c686cd-7fc4-453f-a6f8-05a1468d6832/download/freddata_q.csv |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
