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Alexander Georges Gretener
;
Matthias Neuenkirch
;
Dennis Umlandt

dynamic mixture vector autoregressions with score-driven weights (replication data)

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

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Gretener, Alexander Georges; Neuenkirch, Matthias; Umlandt, Dennis (2024): Dynamic Mixture Vector Autoregressions with Score-Driven Weights (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2025028.1757909311

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