dlr-data.txt
Creators:
David N. DeJong
;
Roman Liesenfeld
;
Jean-François Richard
From the dataset abstract
We propose a strategy for assessing structural stability in time-series frameworks when potential change dates are unknown. Existing stability tests are effective in detecting structural...
Source: Timing structural change: a conditional probabilistic approach (replication data)
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/6bb17307-d0e3-4094-b34e-d9385ec5eff0/resource/746e05db-bec5-4d54-89bb-0bc78e68f70d/download/dlr-data.txt |
Last updated | November 15, 2022 |
Created | November 15, 2022 |