Missing Observations in Observation-Driven Time Series Models

Research output: Working paperAcademic

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages39
Volume2018
Publication statusPublished - 2018

Publication series

NameTI Discussion Paper Series
PublisherTinbergen Institute
No.013/III
Volume2018

Cite this

Blasques Albergaria Amaral, F., Gorgi, P., & Koopman, S. J. (2018). Missing Observations in Observation-Driven Time Series Models. (013/III ed.) (TI Discussion Paper Series; Vol. 2018, No. 013/III). Amsterdam: Tinbergen Institute.
Blasques Albergaria Amaral, F. ; Gorgi, P. ; Koopman, Siem Jan. / Missing Observations in Observation-Driven Time Series Models. 013/III. ed. Amsterdam : Tinbergen Institute, 2018. (TI Discussion Paper Series; 013/III).
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Blasques Albergaria Amaral, F, Gorgi, P & Koopman, SJ 2018 'Missing Observations in Observation-Driven Time Series Models' TI Discussion Paper Series, no. 013/III, vol. 2018, 013/III edn, Tinbergen Institute, Amsterdam.

Missing Observations in Observation-Driven Time Series Models. / Blasques Albergaria Amaral, F.; Gorgi, P.; Koopman, Siem Jan.

013/III. ed. Amsterdam : Tinbergen Institute, 2018. (TI Discussion Paper Series; Vol. 2018, No. 013/III).

Research output: Working paperAcademic

TY - UNPB

T1 - Missing Observations in Observation-Driven Time Series Models

AU - Blasques Albergaria Amaral, F.

AU - Gorgi, P.

AU - Koopman, Siem Jan

PY - 2018

Y1 - 2018

M3 - Working paper

VL - 2018

T3 - TI Discussion Paper Series

BT - Missing Observations in Observation-Driven Time Series Models

PB - Tinbergen Institute

CY - Amsterdam

ER -

Blasques Albergaria Amaral F, Gorgi P, Koopman SJ. Missing Observations in Observation-Driven Time Series Models. 013/III ed. Amsterdam: Tinbergen Institute. 2018. (TI Discussion Paper Series; 013/III).