Journal of Applied Econometrics Data Archive

Athanasopoulos, G., D. S. Poskitt, F. Vahid, and W. Yao, "Determination of Long-Run and Short-Run Dynamics in EC-VARMA Models via Canonical Correlations", Journal of Applied Econometrics, Vol. 31, No. 6, 2016, pp. 1100-1119.

• Readme file
• apvy-data.zip

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