A General Framework for Observation Driven Time-Varying Parameter Models

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Name	TI Discussion Paper
No.	08-108/4

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@techreport{e898ea151950405d89a30616f1bfdaac,

title = "A General Framework for Observation Driven Time-Varying Parameter Models",

author = "S.J. Koopman and D.D. Creal and A. Lucas",

year = "2008",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Instituut (TI)",

number = "08-108/4",

type = "WorkingPaper",

institution = "Tinbergen Instituut (TI)",

}