readme.hkf.txt
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...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/b3e1c7d4-f229-45b5-8856-e4708bee225e/resource/c93e66e0-3b31-46a9-8ae0-33ff406d7c95/download/readme.hkf.txt |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
