Replication data for: Prediciting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models
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下载链接：
https://doi.org/10.7910/DVN/29693
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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.
创建时间：
2016-04-08
