Dynamic Mixture Vector Autoregressions with Score-Driven Weights (replication data)

DOI

Dataset for "Dynamic mixture vector autoregressions with score-driven weights" by Dennis Umlandt, Matthias Neuenkirch and Alexander Georges Gretener (Journal of Applied Econometrics)

Identifier
DOI https://doi.org/10.15456/jae.2025028.1757909311
Metadata Access https://www.da-ra.de/oaip/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai:oai.da-ra.de:782164
Provenance
Creator Gretener, Alexander Georges; Neuenkirch, Matthias; Umlandt, Dennis
Publisher ZBW - Leibniz Informationszentrum Wirtschaft
Publication Year 2024
Rights Creative Commons Attribution 4.0 (CC-BY); Download
OpenAccess true
Contact ZBW - Leibniz Informationszentrum Wirtschaft
Representation
Language English
Resource Type Collection
Discipline Economics