kmv-files.zip
Creators:
George Kapetanios
;
Massimiliano Marcellino
;
Fabrizio Venditti
From the dataset abstract
In this paper we introduce a nonparametric estimation method for a large Vector Autoregression (VAR) with time-varying parameters. The estimators and their asymptotic distributions are...
Source: Large time‐varying parameter VARs: A nonparametric approach (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/ea1f501d-b73d-4658-a845-5f6e453367a4/resource/34bacdce-29af-4a9f-b789-5dcc896a3a8f/download/kmv-files.zip |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
