Replication Code and Data.zip
Creators:
Alexander Georges Gretener
;
Matthias Neuenkirch
;
Dennis Umlandt
From the dataset abstract
Dataset for "Dynamic mixture vector autoregressions with score-driven weights" by Dennis Umlandt, Matthias Neuenkirch and Alexander Georges Gretener (Journal of Applied Econometrics)
Source: Dynamic Mixture Vector Autoregressions with Score-Driven Weights (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| Type | data |
| Version | 1 |
| Authors | Umlandt, Dennis and Gretener, Alexander Georges and Neuenkirch, Matthias |
| DOI | |
| Publication Date | 2024 |
| Availability | Download |
| Geographic Area (free) | |
| Temporal Coverage (free) | |
| Unit Type | |
| Number of Units | |
| Sampled Universe | |
| Number of Variables | |
| URL | https://journaldata.zbw.eu/dataset/da815138-5e9b-4e97-b097-99fc2143a719/resource/723d7dbe-c6c8-43b8-bd2c-b920da5b631a/download/replication-code-and-data.zip |
| Last updated | January 28, 2025 |
| Created | January 28, 2025 |
