A General Framework for Observation Driven Time-Varying Parameter Models

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

Research output: Working paperProfessional

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

Publication series

NameTI Discussion Paper
No.08-108/4

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