readme.ms.txt
Creators:
John M. Maheu
;
Yong Song
From the dataset abstract
This paper provides a feasible approach to estimation and forecasting of multiple structural breaks for vector autoregressions and other multivariate models. Owing to conjugate prior...
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/c5bf5cff-f20f-4761-8890-a17cff63b612/resource/37624624-8f27-42a0-b05f-7deb31453b3a/download/readme.ms.txt |
Last updated | November 22, 2022 |
Created | November 22, 2022 |