Score-driven time-varying parameter models with spline-based densities

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@techreport{9f50e2bf10a3499ba443d006742a59e7,

title = "Score-driven time-varying parameter models with spline-based densities",

author = "\{van Brummelen\}, Janneke and Paolo Gorgi and Koopman, \{Siem Jan\}",

year = "2025",

month = feb,

day = "16",

language = "English",

volume = "25-011/III",

series = "TI Discussion Paper Series",

publisher = "Tinbergen Institute",

number = "25-011/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}