Robust Observation-Driven Models Using Proximal-Parameter Updates
Year of publication: |
2022
|
---|---|
Authors: | Lange, Rutger-Jan ; van Os, Bram ; van Dijk, Dick |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Series: | Tinbergen Institute Discussion Paper ; TI 2022-066/III |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1817898000 [GVK] hdl:10419/265842 [Handle] RePEc:tin:wpaper:20220066 [RePEc] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C32 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: |
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