Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Publication Year: 2019 Formats: GZ 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
