gghm2022 {ConnectednessApproach}

Dataset of Gabauer, Gupta, Haradik and Miller (2020)

Description

For detailed information see: Gabauer, D., Gupta, R., Marfatia, H., and Miller, S. M. (2020). Estimating us housing price network connectedness: Evidence from dynamic elastic net, lasso, and ridge vector autoregressive models.

Usage

data(gghm2022)

Format

zoo data.frame