Time-Varying parameters in econometrics : the editor's foreword
F. Blasques, A.C. Harvey, S.J. Koopman, A. Lucas
| Year of publication: |
2023
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|---|---|
| Authors: | Blasques, Francisco ; Harvey, Andrew C. ; Koopman, Siem Jan ; Lucas, André |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 2,2, p. 1-3
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| Subject: | Financial econometrics | Observation-driven time series models | Score-driven time series models | Zeitreihenanalyse | Time series analysis | Ökonometrie | Econometrics | Schätztheorie | Estimation theory | Finanzmarktökonometrie |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.03.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471515