Accounting for Missing Values in Score-Driven Time-Varying Parameter Models

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages7
Publication statusPublished - 2016

Publication series

NameTI Discussion Series
No.16-067/IV

Cite this

Lucas, A., Opschoor, A., & Schaumburg, J. (2016). Accounting for Missing Values in Score-Driven Time-Varying Parameter Models. (TI Discussion Series; No. 16-067/IV). Amsterdam: Tinbergen Institute.
Lucas, A. ; Opschoor, A. ; Schaumburg, J. / Accounting for Missing Values in Score-Driven Time-Varying Parameter Models. Amsterdam : Tinbergen Institute, 2016. (TI Discussion Series; 16-067/IV).
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year = "2016",
language = "English",
series = "TI Discussion Series",
publisher = "Tinbergen Institute",
number = "16-067/IV",
type = "WorkingPaper",
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Lucas, A, Opschoor, A & Schaumburg, J 2016 'Accounting for Missing Values in Score-Driven Time-Varying Parameter Models' TI Discussion Series, no. 16-067/IV, Tinbergen Institute, Amsterdam.

Accounting for Missing Values in Score-Driven Time-Varying Parameter Models. / Lucas, A.; Opschoor, A.; Schaumburg, J.

Amsterdam : Tinbergen Institute, 2016. (TI Discussion Series; No. 16-067/IV).

Research output: Working paperProfessional

TY - UNPB

T1 - Accounting for Missing Values in Score-Driven Time-Varying Parameter Models

AU - Lucas, A.

AU - Opschoor, A.

AU - Schaumburg, J.

PY - 2016

Y1 - 2016

M3 - Working paper

T3 - TI Discussion Series

BT - Accounting for Missing Values in Score-Driven Time-Varying Parameter Models

PB - Tinbergen Institute

CY - Amsterdam

ER -

Lucas A, Opschoor A, Schaumburg J. Accounting for Missing Values in Score-Driven Time-Varying Parameter Models. Amsterdam: Tinbergen Institute. 2016. (TI Discussion Series; 16-067/IV).