Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Go
Formats:
ZIP
r
tgz
tgz
GZ
Publication Year:
2019
Florian Huber
;
Gregor Kastner
;
Martin Feldkircher
Should I stay or should I go? A latent threshold approach to large‐scale mixt...
We propose a straightforward algorithm to estimate large Bayesian time-varying parameter vector autoregressions with mixture innovation components for each coefficient in the...
DOI:10.15456/jae.2022327.0710559230
TXT
r
CSV
GZ
tgz
ZIP
