readme.bb.txt
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)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/f2da4838-e27a-4f11-b981-546aad52da3e/resource/65f1d8fe-0c4a-452d-a15a-e3af7525d424/download/readme.bb.txt |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
