Time-Varying Parameters in Econometrics: The editor’s foreword
这篇主编前言介绍了计量经济学时变参数特刊的八篇论文,涵盖理论、方法和实证进展,特别关注观测驱动的时变参数模型及其子类得分驱动模型。
The Themed Issue Time-Varying Parameters in Econometrics consists of eight papers where theoretical, methodological and empirical developments are reported. Particular attention is given to observation-driven time-varying parameter models of which score-driven models is a sub-class. We will introduce the Themed Issue and review its contributions.