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~person:"Stegehuis, Noah"
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Stegehuis, Noah
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A score-driven filter for causal regression models with time-varying parameters and endogenous regressors
Blasques, Francisco
;
Stegehuis, Noah
-
2024
errors. Due to the
observation-driven
nature of score models, the filtering method is simple and practical to implement. We …
Persistent link: https://www.econbiz.de/10014547828
Saved in:
2
A score-driven filter for causal regression models with time-varying parameters and endogenous regressors
Blasques, Francisco
;
Stegehuis, Noah
-
2024
errors. Due to the
observation-driven
nature of score models, the filtering method is simple and practical to implement. We …
Persistent link: https://www.econbiz.de/10014496538
Saved in:
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