ICAR Research Data Repository for Knowledge Management
Replication data for: Prediciting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models
Harvard Dataverse (Africa Rice Center, Bioversity International, CCAFS, CIAT, IFPRI, IRRI and WorldFish)
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| Title |
Replication data for: Prediciting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models
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| Identifier |
https://doi.org/10.7910/DVN/29693
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| Creator |
Koopman, Siem Jan
Lucas, Andre Scharth, Marcel |
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| Publisher |
Harvard Dataverse
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| Description |
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.
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| Subject |
Social Sciences
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