readme.mv.txt
Creators:
Mattias Villani
From the dataset abstract
Bayesian priors are often used to restrain the otherwise highly over-parametrized vector autoregressive (VAR) models. The currently available Bayesian VAR methodology does not allow the...
Source: Steady-state priors for vector autoregressions (replication data)
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/efb3181c-8637-4283-b471-a98d8f69f8d6/resource/d2b81d16-b98c-4e82-a939-0dce616ddcaf/download/readme.mv.txt |
Last updated | November 15, 2022 |
Created | November 15, 2022 |