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Tinbergen Institute, Amsterdam and Rotterdam
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2017
A Stochastic Recurrence Equation Approach to Stationarity and phi-Mixing of a Class of Nonlinear ARCH Models
Blasques, Francisco
;
Nientker, Marc
2013
On the Phase Dependence in Time-Varying Correlations Between Time-Series
Blasques, Francisco
2017
Smooth Transition Spatial Autoregressive Models
Andree, Bo Pieter Johannes
;
Blasques, Francisco
;
Koomen, Eric
2014
Information Theoretic Optimality of Observation Driven Time Series Models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
2014
Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max
2015
Penalized Indirect Inference
Blasques, Francisco
;
Duplinskiy, Artem
2014
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, Andre
;
Schaumburg, Julia
2014
Time Varying Transition Probabilities for Markov Regime Switching Models
Bazzi, Marco
;
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, Andre
2016
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models
Blasques, Francisco
;
Gorgi, Paolo
;
Koopman, Siem Jan
;
Wintenberger, Olivier
2014
Optimal Formulations for Nonlinear Autoregressive Processes
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
Author
12
Koopman, Siem Jan
5
Lucas, Andre
5
Lucas, André
2
Gorgi, Paolo
2
Lasak, Katarzyna
2
Wintenberger, Olivier
1
Andree, Bo Pieter Johannes
1
Bazzi, Marco
1
Duplinskiy, Artem
1
Koomen, Eric
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