Data for: Model uncertainty in Panel Vector Autoregressive models

Abstract of associated article: We develop methods for Bayesian model averaging (BMA) or selection (BMS) in Panel Vector Autoregressions (PVARs). Our approach allows us to select between or average over all possible combinations of restricted PVARs where the restrictions involve interdependencies be...

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Bibliographic details
Main Author: Korobilis, Dimitris
Format: Data Set
Language: English
Place of publication: Mendeley 09.12.2016
Data of publication: 2016-12-09
Discipline: Economics
Bibliography: 10.17632/zzzk2tnrbv
Online Access: Fulltext
Database: DataCite (Open Access)
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