Department of Economics and Business Economics

Predicting time-varying parameters with parameter-driven and observation-driven models

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Documents

DOI

  • Siem Jan Koopman
  • André Lucas, Vrije Universiteit Amsterdam, Netherlands
  • Marcel Scharth, Australian School of Business, University of New South Wales, Australia
Original languageEnglish
JournalThe Review of Economics and Statistics
Volume98
Issue1
Pages (from-to)97-110
ISSN0034-6535
DOIs
Publication statusPublished - 2016

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