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

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Name	TI Discussion Papers
No.	12-020/4

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@techreport{8c0080f3e50e41e3b73059ab20617bb7,

title = "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models",

author = "S.J. Koopman and A. Lucas and M. Scharth",

year = "2012",

language = "English",

series = "TI Discussion Papers",

publisher = "Tinbergen Institute",

number = "12-020/4",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}