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Gaussian mixture vector autoregression

Year of publication

2016

Authors

Kalliovirta, Leena Kaarina; Meitz, Mika Harri; Saikkonen, Pentti Juhani

Organizations and authors

University of Helsinki

Kalliovirta Leena Kaarina

Meitz Mika Harri

Saikkonen Pentti Juhani

Natural Resources Institute Finland

Kalliovirta Leena

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Original article

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article (refereed), original research

Publication channel information

Journal

Journal of econometrics

Parent publication name

Journal of Econometrics

Volume

192

Issue

2

Pages

485-498

ISSN

0304-4076

​Publication forum

60174

​Publication forum level

2

Open access

Open access in the publisher’s service

No

Self-archived

Yes

License of the self-archived publication

CC BY NC ND

Other information

Fields of science

Statistics and probability; Economics

Publication country

Netherlands

Internationality of the publisher

International

Language

English

International co-publication

No

Co-publication with a company

No

DOI

10.1016/j.jeconom.2016.02.012

The publication is included in the Ministry of Education and Culture’s Publication data collection

Yes