data1_VAR.csv
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/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/c5bf5cff-f20f-4761-8890-a17cff63b612/resource/52ac065a-dacb-4768-aa62-0cb99d262c9d/download/data1_var.csv |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
