Lange, R.J., van Os, B. and van Dijk, D. (2026). Implicit score-driven filters for time-varying parameter models Journal of Econometrics, 255:1--21.
Lange, R.J., van Os, B. and van Dijk, D. (2026). Implicit score-driven filters for time-varying parameter models Journal of Econometrics, 255:1--21.