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Replication data for: Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk

Harvard Dataverse (Africa Rice Center, Bioversity International, CCAFS, CIAT, IFPRI, IRRI and WorldFish)

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Title Replication data for: Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
 
Identifier https://doi.org/10.7910/DVN/26735
 
Creator Creal, Drew
Schwaab, Bernd
Koopman, Siem Jan
Lucas, Andre
 
Publisher Harvard Dataverse
 
Description N/A