Journal of Applied Econometrics Data Archive

Florian Huber, Gregor Kastner, and Martin Feldkircher, "Should I Stay or Should I Go? A Latent Threshold Approach to Large-Scale Mixture Innovation Models", Journal of Applied Econometrics, Vol. 34, No. 5, 2019, pp. 621-640.

• Readme file
• hkf-files.zip

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