readme.abc.txt
Creators:
Daniel Felix Ahelegbey
;
Monica Billio
;
Roberto Casarin
From the dataset abstract
This paper proposes a Bayesian, graph-based approach to identification in vector autoregressive (VAR) models. In our Bayesian graphical VAR (BGVAR) model, the contemporaneous and temporal...
Source: Bayesian Graphical Models for STructural Vector Autoregressive Processes (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/e700ec4b-1d71-47fe-b7cf-4cae28de0334/resource/7de33768-0a98-4f96-bc86-0745fbdf9490/download/readme.abc.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
