Readme.gnu.txt
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)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| Type | text |
| Authors | Umlandt, Dennis and Gretener, Alexander Georges and Neuenkirch, Matthias |
| DOI | |
| Publication Date | 2024 |
| URL | https://journaldata.zbw.eu/dataset/da815138-5e9b-4e97-b097-99fc2143a719/resource/bb20a0eb-4326-4f07-aa55-c249c9733c46/download/readme.gnu.txt |
| Last updated | January 28, 2025 |
| Created | January 28, 2025 |
