Gaussian mixture vector autoregression
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Kalliovirta, Leena ; Meitz, Mika ; Saikkonen, Pentti |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 2, p. 485-498
|
| Subject: | Mixture models | Nonlinear vector autoregressive models | Regime switching | VAR-Modell | VAR model | Modellierung | Scientific modelling | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.02.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704732