@data{jae.2025028.1757909311,
author = {Gretener, Alexander Georges and Neuenkirch, Matthias and Umlandt, Dennis},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {dynamic-mixture-vector-autoregressions-with-score-driven-weights},
year = {2024},
version = {1},
url = {https://journaldata.zbw.eu/dataset/dynamic-mixture-vector-autoregressions-with-score-driven-weights},
keywords = {C32,C34,G17},
doi = "10.15456/jae.2025028.1757909311" 
}