Department of Economics and Business Economics

Rejoinder to the discussion “In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation-Driven Models”

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Francisco Blasques, Netherlands
  • Siem Jan Koopman
  • Katarzyna Lasak, Vrije Universiteit, Amsterdam
  • ,
  • André Lucas, Vrije Universiteit, Amsterdam, Netherlands
Original languageEnglish
JournalInternational Journal of Forecasting
Volume32
Issue3
Pages (from-to)893-894
ISSN0169-2070
DOIs
Publication statusPublished - 2016

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