ICAR Research Data Repository for Knowledge Management
Replication data for: Prior Selection for Vector Autoregressions
Harvard Dataverse (Africa Rice Center, Bioversity International, CCAFS, CIAT, IFPRI, IRRI and WorldFish)
View Archive Info| Field | Value | |
| Title |
Replication data for: Prior Selection for Vector Autoregressions
|
|
| Identifier |
https://doi.org/10.7910/DVN/27345
|
|
| Creator |
Giannone, Domenico
Lenza, Michele Primiceri, Giorgio E. |
|
| Publisher |
Harvard Dataverse
|
|
| Description |
Giannone, Domenico, Lenza, Michele, and Primiceri, Giorgio E., (2015) "Prior Selection for Vector Autoregressions." Review of Economics and Statistics 97:2, 436-451.
|
|
| Subject |
Social Sciences
|
|