readme.hps.txt
Creators:
Stephen G. Hall
;
Zacharias Psaradakis
;
Martin Sola
From the dataset abstract
In this paper we examine a model of cointegration where long-run parameters are subject to switching between several different cointegrating regimes. These shifts are allowed to be...
Source: COINTEGRATION AND CHANGES IN REGIME: THE JAPANESE CONSUMPTION FUNCTION (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/a9d89814-86f8-4693-bdd3-42da718361b1/resource/f3636ee1-bf7b-4258-87aa-8700df4df358/download/readme.hps.txt |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
