Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models

S.J. Koopman, A. Lucas, M. Scharth

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages39
Publication statusPublished - 2012

Publication series

NameTI Discussion Papers
No.12-020/4

Cite this

Koopman, S. J., Lucas, A., & Scharth, M. (2012). Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models. (TI Discussion Papers; No. 12-020/4). Amsterdam: Tinbergen Institute.
Koopman, S.J. ; Lucas, A. ; Scharth, M. / Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models. Amsterdam : Tinbergen Institute, 2012. (TI Discussion Papers; 12-020/4).
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Koopman, SJ, Lucas, A & Scharth, M 2012 'Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models' TI Discussion Papers, no. 12-020/4, Tinbergen Institute, Amsterdam.

Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models. / Koopman, S.J.; Lucas, A.; Scharth, M.

Amsterdam : Tinbergen Institute, 2012. (TI Discussion Papers; No. 12-020/4).

Research output: Working paperProfessional

TY - UNPB

T1 - Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models

AU - Koopman, S.J.

AU - Lucas, A.

AU - Scharth, M.

PY - 2012

Y1 - 2012

M3 - Working paper

T3 - TI Discussion Papers

BT - Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models

PB - Tinbergen Institute

CY - Amsterdam

ER -

Koopman SJ, Lucas A, Scharth M. Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models. Amsterdam: Tinbergen Institute. 2012. (TI Discussion Papers; 12-020/4).