Replication Data for: Endogenous Time Variation in Vector Autoregressions
2021
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Description
Abstract: Replication data for peer-reviewed article published in Review of Economics and Statistics. Paper published online January 6, 2023. When citing this dataset, please also cite the associated article. A sample Publication Citation is provided below.
Details
Title
Replication Data for: Endogenous Time Variation in Vector Autoregressions
Creator
Resource Type
Dataset
Series (Uniform Title)
Publisher
Harvard Dataverse
Date
2021-01-27
Relevant Dates
Available
Version
1.1
Language
English
Availability Statement
Files may be downloaded from digital repository linked in the DOI field
License
CC0 1.0 Universal, CC0 1.0, (https://creativecommons.org/publicdomain/zero/1.0/legalcode)
Publication Citation
Leiva-León, D and L. Uzeda. 2023. "Endogenous Time Variation in Vector Autoregressions." Review of Economics and Statistics 105 No. 1. https://doi.org/10.1162/rest_a_01038.
Record Appears in
Related Items
Relation Type
Resource Is Supplement To
Relationship Note
Reproducibility package is associated with peer-reviewed article
Related Item
Journal Article
Title
Endogenous Time Variation in Vector Autoregressions
Identifier
Publication Date
2023
Publisher
The Review of Economics and Statistics (MIT Press)
Volume
105
Issue
1
Pages
125 - 142
Relation Type
Resource Is Supplement To
Relationship Note
Associated article is first published as Bank of Canada Staff Working Paper
Related Item
Text
Title
Endogenous Time Variation in Vector Autoregressions
Identifier
Publication Date
2020
Publisher
Bank of Canada
Volume
Staff Working Paper
Issue
2020-16