Data for: Separate cointegration in a VAR system subject to structural breaks
| Main Author: | Kurita, Takamitsu |
|---|---|
| Format: | Dataset |
| Terbitan: |
Mendeley
, 2019
|
| Subjects: | |
| Online Access: |
https:/data.mendeley.com/datasets/tmbhvy6cmd |
Daftar Isi:
- 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.