对“观测驱动模型中时变参数样本内置信带与样本外预测带”讨论的回应

Rejoinder to the discussion “In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation-Driven Models”

• Francisco Blasques
• Siem Jan Koopman 通讯
• Katarzyna Łasak
• André Lucas