Data for: Separate cointegration in a VAR system subject to structural breaks

Name: Data for: Separate cointegration in a VAR system subject to structural breaks
Published: 2019-03-20T00:00:00+08:00

Mendeley Data2019-03-20 更新2026-04-09 收录

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资源简介：

Please apply "CVAR_final.fl" to the data "Sepcoi.in7" to obtain the result reported in Eq.(5) in the paper by using the software PcGive.

创建时间：

2019-03-20