threshtvp_0.2.zip
Creators:
Florian Huber
;
Gregor Kastner
;
Martin Feldkircher
From the dataset abstract
We propose a straightforward algorithm to estimate large Bayesian time-varying parameter vector autoregressions with mixture innovation components for each coefficient in the system. The...
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/b3e1c7d4-f229-45b5-8856-e4708bee225e/resource/4711b45e-bd3b-4e11-a4ef-327fbb802796/download/threshtvp_0.2.zip |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
