Forecasting economic time series using score-driven dynamic models with mixed-data sampling

Research output: Working paperAcademic

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages25
Volume18-026/III
Publication statusPublished - 2018

Publication series

NameTI Discussion Paper Series
PublisherTinbergen Institute
No.026/III
Volume18

Cite this

Gorgi, P., & Koopman, S. J. (2018). Forecasting economic time series using score-driven dynamic models with mixed-data sampling. (TI Discussion Paper Series; Vol. 18, No. 026/III). Amsterdam: Tinbergen Institute.
Gorgi, P. ; Koopman, Siem Jan. / Forecasting economic time series using score-driven dynamic models with mixed-data sampling. Amsterdam : Tinbergen Institute, 2018. (TI Discussion Paper Series; 026/III).
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volume = "18-026/III",
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Gorgi, P & Koopman, SJ 2018 'Forecasting economic time series using score-driven dynamic models with mixed-data sampling' TI Discussion Paper Series, no. 026/III, vol. 18, Tinbergen Institute, Amsterdam.

Forecasting economic time series using score-driven dynamic models with mixed-data sampling. / Gorgi, P.; Koopman, Siem Jan.

Amsterdam : Tinbergen Institute, 2018. (TI Discussion Paper Series; Vol. 18, No. 026/III).

Research output: Working paperAcademic

TY - UNPB

T1 - Forecasting economic time series using score-driven dynamic models with mixed-data sampling

AU - Gorgi, P.

AU - Koopman, Siem Jan

PY - 2018

Y1 - 2018

M3 - Working paper

VL - 18-026/III

T3 - TI Discussion Paper Series

BT - Forecasting economic time series using score-driven dynamic models with mixed-data sampling

PB - Tinbergen Institute

CY - Amsterdam

ER -

Gorgi P, Koopman SJ. Forecasting economic time series using score-driven dynamic models with mixed-data sampling. Amsterdam: Tinbergen Institute. 2018. (TI Discussion Paper Series; 026/III).