nets-data.zip
Creators:
Matteo Barigozzi
;
Christian T. Brownlees
From the dataset abstract
We model a large panel of time series as a vector autoregression where the autoregressive matrices and the inverse covariance matrix of the system innovations are assumed to be sparse....
Source: NETS: Network estimation for time series (replication data)
There are no views created for this resource yet.
Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/f2da4838-e27a-4f11-b981-546aad52da3e/resource/091c859d-1bdb-4799-a4ca-22b739eb2935/download/nets-data.zip |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
