Observation-driven filtering of time-varying parameters using moment conditions
Drew Creal, Siem Jan Koopman, André Lucas, Marcin Zamojski
| Year of publication: |
2024
|
|---|---|
| Authors: | Creal, Drew ; Koopman, Siem Jan ; Lucas, André ; Zamojski, Marcin |
| Subject: | Dynamic models | GMM | Influence function | Non-linearity | Stable distribution | Momentenmethode | Method of moments | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.105635 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015073945