Quasi score-driven models

F. Blasques, Christian Francq and Sébastien Laurent ()
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F. Blasques: VU University Medical Center [Amsterdam]
Sébastien Laurent: AMU - Aix Marseille Université, CNRS - Centre National de la Recherche Scientifique, AMSE - Aix-Marseille Sciences Economiques - EHESS - École des hautes études en sciences sociales - AMU - Aix Marseille Université - ECM - École Centrale de Marseille - CNRS - Centre National de la Recherche Scientifique, Aix-Marseille Graduate School of Management

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Date: 2023-05
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Published in Journal of Econometrics, 2023, 234 (1), pp.251-275. ⟨10.1016/j.jeconom.2021.12.005⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05417225

DOI: 10.1016/j.jeconom.2021.12.005

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