Time-varying Combinations of Predictive Densities using Nonlinear Filtering

M. Billio, R. Casarin, F. Ravazzolo, H.K. van Dijk

    Research output: Working paperProfessional

    106 Downloads (Pure)
    Original languageEnglish
    Place of PublicationAmsterdam
    PublisherTinbergen Institute
    Number of pages54
    Publication statusPublished - 2012

    Publication series

    NameTI Discussion Papers
    No.12-118/III

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