Replication data for: Prediciting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models

Name: Replication data for: Prediciting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models
Creator: VU University Amsterdam; University of New South Wales
Published: 2015-01-01T00:00:00+08:00

Harvard Dataverse2016-04-08 更新2026-04-09 收录

时变参数预测

计量经济模型

数据链接：

https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/29693 数据链接链接失效反馈

官方服务：

资源简介：

Koopman, Siem Jan, Lucas, Andre, and Scharth, Marcel, (2016) "Prediciting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models." Review of Economics and Statistics 98:1, 97-110.

提供机构：

VU University Amsterdam; University of New South Wales

创建时间：

2015-01-01