Browsen in EconStor gesamt nach Autor:innen Lasak, Katarzyna
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Erscheinungsjahr | Titel | Autor:innen |
2014 | Fractional Cointegration Rank Estimation | Lasak, Katarzyna; Velasco, Carlos |
2014 | On an Estimation Method for an Alternative Fractionally Cointegrated Model | Carlini, Federico; Lasak, Katarzyna |
2015 | In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models | Blasques, Francisco; Koopman, Siem Jan; Lasak, Katarzyna; Lucas, André |
2015 | In-Sample Bounds for Time-Varying Parameters of Observation Driven Models | Blasques, Francisco; Koopman, Siem Jan; Lasak, Katarzyna; Lucas, André |
2018 | Likelihood based inference for an Identifiable Fractional Vector Error Correction Model | Carlini, Federico; Lasak, Katarzyna |