Dataset - ZBW Journal Data Archive

Alexander Georges Gretener
;
Matthias Neuenkirch
;
Dennis Umlandt

Dynamic Mixture Vector Autoregressions with Score-Driven Weights (replication...

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

DOI:10.15456/jae.2025028.1757909311
- TXT
- ZIP