readme.hho.txt
Creators:
Niko Hauzenberger
;
Florian Huber
;
Luca Onorante
From the dataset abstract
Conjugate priors allow for fast inference in large dimensional vector autoregressive (VAR) models. But at the same time, they introduce the restriction that each equation features the...
Source: Combining shrinkage and sparsity in conjugate vector autoregressive models (replication data)
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/7d0aaaca-54cf-479d-881b-602c99c51f01/resource/432d4446-1946-4f5a-a19b-c33f0978f907/download/readme.hho.txt |
Last updated | November 23, 2022 |
Created | November 23, 2022 |