Dataset - ZBW Journal Data Archive (Test System)

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...
- TXT
- r
- CSV
- GZ
- tgz
- ZIP

in cooperation with