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subject:"Time series analysis"
~isPartOf:"Global COE Hi-Stat discussion paper series"
~person:"Koopman, Siem Jan"
~type_genre:"Non-commercial literature"
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Discussion paper / Tinbergen Institute
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A general framework for observation driven time-varying parameter models
Creal, Drew
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Koopman, Siem Jan
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Lucas, André
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2009
Persistent link: https://www.econbiz.de/10003854422
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