A General Framework for Observation Driven Time-Varying Parameter Models

S.J. Koopman, D.D. Creal, A. Lucas

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Publication statusPublished - 2008

Publication series

NameTI Discussion Paper
No.08-108/4

Cite this

Koopman, S. J., Creal, D. D., & Lucas, A. (2008). A General Framework for Observation Driven Time-Varying Parameter Models. (TI Discussion Paper; No. 08-108/4). Amsterdam: Tinbergen Instituut (TI).
Koopman, S.J. ; Creal, D.D. ; Lucas, A. / A General Framework for Observation Driven Time-Varying Parameter Models. Amsterdam : Tinbergen Instituut (TI), 2008. (TI Discussion Paper; 08-108/4).
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Koopman, SJ, Creal, DD & Lucas, A 2008 'A General Framework for Observation Driven Time-Varying Parameter Models' TI Discussion Paper, no. 08-108/4, Tinbergen Instituut (TI), Amsterdam.

A General Framework for Observation Driven Time-Varying Parameter Models. / Koopman, S.J.; Creal, D.D.; Lucas, A.

Amsterdam : Tinbergen Instituut (TI), 2008. (TI Discussion Paper; No. 08-108/4).

Research output: Working paperProfessional

TY - UNPB

T1 - A General Framework for Observation Driven Time-Varying Parameter Models

AU - Koopman, S.J.

AU - Creal, D.D.

AU - Lucas, A.

PY - 2008

Y1 - 2008

M3 - Working paper

T3 - TI Discussion Paper

BT - A General Framework for Observation Driven Time-Varying Parameter Models

PB - Tinbergen Instituut (TI)

CY - Amsterdam

ER -

Koopman SJ, Creal DD, Lucas A. A General Framework for Observation Driven Time-Varying Parameter Models. Amsterdam: Tinbergen Instituut (TI). 2008. (TI Discussion Paper; 08-108/4).