Hirano_hsd.txt
Creators:
Miguel A. Juárez
;
Mark F. J. Steel
From the dataset abstract
A first order autoregressive non-Gaussian model for analysing panel data is proposed. The main feature is that the model is able to accommodate fat tails and also skewness, thus allowing...
Source: Non-Gaussian dynamic Bayesian modelling for panel data (replication data)
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/93769fe0-d1b5-4ab9-a299-41cc6e8655f9/resource/aaf3e582-92a2-4640-95d4-943ef7dcea74/download/hirano_hsd.txt |
Last updated | November 16, 2022 |
Created | November 16, 2022 |