Time-Varying Parameters in Econometrics: The editor’s foreword

The Themed Issue Time-Varying Parameters in Econometrics consists of eight papers where theoretical, methodological and empirical developments are reported. Particular attention is given to observation-driven time-varying parameter models of which score-driven models is a sub-class. We will introduc...

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Bibliographische Detailangaben

Veröffentlicht in:	Journal of econometrics 2023-12, Vol.237 (2), p.105439, Article 105439
Hauptverfasser:	Blasques, F., Harvey, A.C., Koopman, S.J., Lucas, A.
Format:	Artikel
Sprache:	eng
Schlagworte:	econometrics Financial econometrics Observation-driven time series models Score-driven time series models wills
Online-Zugang:	Volltext
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