Proximal-Parameter Updates in a Score-Driven Dynamic Nelson-Siegel Framework

Additional Metadata
Keywords	Proximal-parameter updates; Nelson-Siegel model; implicit gradient; yield forecasting; dynamic conditional score filter; Kalman filter; GAS-Kalman filter; time-varying parameter models
Thesis Advisor	Lange, R
Persistent URL	hdl.handle.net/2105/70248
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Vleuten, P.J.M. van der. (2023). Proximal-Parameter Updates in a Score-Driven Dynamic Nelson-Siegel Framework. In Econometrie.http://hdl.handle.net/2105/70248

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