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

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

Name	TI Discussion Series
No.	16-067/IV

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@techreport{7678178331404574a2dde50b017a022e,

title = "Accounting for Missing Values in Score-Driven Time-Varying Parameter Models",

author = "A. Lucas and A. Opschoor and J. Schaumburg",

year = "2016",

language = "English",

series = "TI Discussion Series",

publisher = "Tinbergen Institute",

number = "16-067/IV",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}