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.