A Score-Driven Filter for Causal Regression Models with Time-Varying Parameters and Endogenous Regressors

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper Series
Volume	24-016/III

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title = "A Score-Driven Filter for Causal Regression Models with Time-Varying Parameters and Endogenous Regressors",

author = "Francisco Blasques and Noah Stegehuis",

year = "2024",

language = "English",

series = "TI Discussion Paper Series",

publisher = "Tinbergen Institute",

type = "WorkingPaper",

institution = "Tinbergen Institute",

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TY - UNPB

T1 - A Score-Driven Filter for Causal Regression Models with Time-Varying Parameters and Endogenous Regressors

AU - Blasques, Francisco

AU - Stegehuis, Noah

PY - 2024

Y1 - 2024

M3 - Working paper

T3 - TI Discussion Paper Series

BT - A Score-Driven Filter for Causal Regression Models with Time-Varying Parameters and Endogenous Regressors

PB - Tinbergen Institute

ER -