Gaussian mixture vector autoregression
| dc.contributor.author | Kalliovirta, Leena | |
| dc.contributor.author | Meitz, Mika | |
| dc.contributor.author | Saikkonen, Pentti | |
| dc.contributor.department | Luke / Talous- ja yhteiskunta / Ympäristö- ja yritystalous / Ympäristö- ja yritystalous (4100400211) | - |
| dc.contributor.departmentid | 4100400211 | -] |
| dc.contributor.other | University of Helsinki | - |
| dc.date.accessioned | 2016-05-19T05:28:25Z | |
| dc.date.accessioned | 2025-05-29T18:30:42Z | |
| dc.date.available | 2016-05-19T05:28:25Z | |
| dc.date.issued | 2016 | |
| dc.description.vuosik | 2016 | - |
| dc.format | Sekä painettu, että verkkojulkaisu | - |
| dc.format.bitstream | false | |
| dc.format.pagerange | 485-498 | - |
| dc.identifier.elss | 1872-6895 | - |
| dc.identifier.olddbid | 475935 | |
| dc.identifier.oldhandle | 10024/534267 | |
| dc.identifier.uri | https://jukuri.luke.fi/handle/11111/75093 | |
| dc.language.iso | eng | - |
| dc.lukeperson | 50117 | - |
| dc.okm.corporatecopublication | ei | - |
| dc.okm.discipline | 112 Tilastotiede | - |
| dc.okm.internationalcopublication | ei | - |
| dc.okm.openaccess | 0 = Ei vastausta | - |
| dc.okm.selfarchived | ei | - |
| dc.publisher | Elsevier Science | - |
| dc.publisher.country | nl | - |
| dc.publisher.place | Amsterdam | - |
| dc.relation.doi | 10.1016/j.jeconom.2016.02.012 | - |
| dc.relation.ispartofseries | Journal of Econometrics | - |
| dc.relation.issn | 0304-4076 | - |
| dc.relation.volume | 192 | - |
| dc.source.identifier | https://jukuri.luke.fi/handle/10024/534267 | |
| dc.subject.keyword | mixture models | - |
| dc.subject.keyword | nonlinear vector autoregressive models | - |
| dc.subject.keyword | regime switching | - |
| dc.title | Gaussian mixture vector autoregression | - |
| dc.type.okm | fi=A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä|sv=A1 Originalartikel i en vetenskaplig tidskrift|en=A1 Journal article (refereed), original research| | - |