Korobilis-data.xls
Creators:
Dimitris Korobilis
From the dataset abstract
This paper develops methods for automatic selection of variables in Bayesian vector autoregressions (VARs) using the Gibbs sampler. In particular, I provide computationally efficient...
Source: VAR FORECASTING USING BAYESIAN VARIABLE SELECTION (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/vnd.ms-excel |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/7366af2b-5b8a-4b52-82eb-06571b42c8a6/resource/75f1ce7d-ec3e-46b1-b4db-464a1e613669/download/korobilis-data.xls |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
