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

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

Research output: Working paperProfessional

319 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages39
Publication statusPublished - 2012

Publication series

NameTI Discussion Papers
No.12-020/4

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