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

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title = "Forecasting economic time series using score-driven dynamic models with mixed-data sampling",

author = "P. Gorgi and Koopman, {Siem Jan}",

year = "2018",

language = "English",

volume = "18-026/III",

series = "TI Discussion Paper Series",

publisher = "Tinbergen Institute",

number = "026/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}

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 -