Francisco A. A. Blasques : Citation Profile


Are you Francisco A. A. Blasques?

Vrije Universiteit Amsterdam (50% share)
Tinbergen Instituut (50% share)

9

H index

9

i10 index

188

Citations

RESEARCH PRODUCTION:

11

Articles

31

Papers

RESEARCH ACTIVITY:

   7 years (2012 - 2019). See details.
   Cites by year: 26
   Journals where Francisco A. A. Blasques has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 23 (10.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbl135
   Updated: 2020-08-01    RAS profile: 2019-04-01    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Koopman, Siem Jan (16)

Lucas, Andre (11)

Wintenberger, Olivier (4)

Lelyveld, Iman (4)

Bräuning, Falk (4)

Łasak, Katarzyna (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Francisco A. A. Blasques.

Is cited by:

Lucas, Andre (31)

Catania, Leopoldo (18)

Zhang, Xin (15)

Koopman, Siem Jan (12)

Schwaab, Bernd (9)

Delle Monache, Davide (9)

Petrella, Ivan (9)

Francq, Christian (8)

Li, Mengheng (7)

Laurent, Sébastien (7)

darolles, serge (7)

Cites to:

Koopman, Siem Jan (99)

Lucas, Andre (92)

Creal, Drew (51)

Engle, Robert (41)

Bollerslev, Tim (29)

Schwaab, Bernd (17)

Wintenberger, Olivier (15)

Shephard, Neil (12)

Harvey, Andrew (11)

Zhang, Xin (11)

Patton, Andrew (9)

Main data


Where Francisco A. A. Blasques has published?


Journals with more than one article published# docs
Journal of Econometrics3
Biometrika2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute24
Papers / arXiv.org2

Recent works citing Francisco A. A. Blasques (2020 and 2019)


YearTitle of citing document
2019Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:07-19.

Full description at Econpapers || Download paper

2019Measuring Success: Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:11-19.

Full description at Econpapers || Download paper

2019A Justification of Conditional Confidence Intervals. (2019). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1710.00643.

Full description at Econpapers || Download paper

2019A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics. (2019). Lillo, Fabrizio ; Corsi, Fulvio ; Bormetti, Giacomo ; Buccheri, Giuseppe . In: Papers. RePEc:arx:papers:1803.04894.

Full description at Econpapers || Download paper

2019Risk endogeneity at the lender/investor-of-last-resort. (2019). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd ; Caballero, Diego. In: BIS Working Papers. RePEc:bis:biswps:766.

Full description at Econpapers || Download paper

2019Score-Driven Models for Realized Volatility. (2019). Harvey, Andrew ; Palumbo, D. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1950.

Full description at Econpapers || Download paper

2019Modeling directional (circular) time series. (2019). Harvey, Andrew ; Thiele, S ; Hurn, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1971.

Full description at Econpapers || Download paper

2019Exponential-type GARCH models with linear-in-variance risk premium. (2019). Hafner, Christian ; Dimitra, Kyriakopoulou ; Christian, Hafner. In: CORE Discussion Papers. RePEc:cor:louvco:2019013.

Full description at Econpapers || Download paper

2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model. (2019). Venditti, Fabrizio ; Petrella, Ivan ; delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14107.

Full description at Econpapers || Download paper

2019Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index. (2019). Escribano, Alvaro ; Blazsek, Szabolcs ; Ayala, Astrid ; Saez, Alvaro Escribano. In: UC3M Working papers. Economics. RePEc:cte:werepe:28133.

Full description at Econpapers || Download paper

2019Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk. (2019). Blazsek, Szabolcs ; Ayala, Astrid ; Saez, Alvaro Escribano. In: UC3M Working papers. Economics. RePEc:cte:werepe:28638.

Full description at Econpapers || Download paper

2019Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production. (2019). Escribano, Alvaro ; Blazsek, Szabolcs ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:29030.

Full description at Econpapers || Download paper

2019Risk endogeneity at the lender/investor-of-last-resort. (2019). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd ; Caballero, Diego. In: Working Paper Series. RePEc:ecb:ecbwps:20192225.

Full description at Econpapers || Download paper

2019Forecasting daily electricity prices with monthly macroeconomic variables. (2019). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20192250.

Full description at Econpapers || Download paper

2020Price dividend ratio and long-run stock returns: a score driven state space model. (2020). Petrella, Ivan ; Delle Monache, Davide ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202369.

Full description at Econpapers || Download paper

2020Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method. (2020). Spezia, Luigi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:143:y:2020:i:c:s0167947319301951.

Full description at Econpapers || Download paper

2020Dynamic interbank network analysis using latent space models. (2020). van der Leij, Marco ; Lazier, Iuri ; Diks, Cees ; Linardi, Fernando. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301897.

Full description at Econpapers || Download paper

2019Geographical spillovers on the relation between risk-taking and market power in the US banking sector. (2019). Pino Saldías, Gabriel ; Rodriguez, Alejandro ; Herrera, Rodrigo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:351-364.

Full description at Econpapers || Download paper

2020Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach. (2020). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301986.

Full description at Econpapers || Download paper

2018Asymptotics of Cholesky GARCH models and time-varying conditional betas. (2018). Francq, Christian ; darolles, serge ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:223-247.

Full description at Econpapers || Download paper

2019Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty. (2019). Babii, Andrii ; Ghysels, Eric ; Chen, XI. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:47-77.

Full description at Econpapers || Download paper

2019Accelerating score-driven time series models. (2019). Koopman, S J ; Gorgi, P ; Blasques, F. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:359-376.

Full description at Econpapers || Download paper

2020Long-term forecasting of El Niño events via dynamic factor simulations. (2020). Li, Mengheng ; Petrova, Desislava ; Lit, Rutger ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:46-66.

Full description at Econpapers || Download paper

2020The dynamic factor network model with an application to international trade. (2020). Koopman, Siem Jan ; Brauning, Falk. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:494-515.

Full description at Econpapers || Download paper

2020The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303556.

Full description at Econpapers || Download paper

2019Forecasting football match results in national league competitions using score-driven time series models. (2019). Lit, Rutger ; Koopman, Siem Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:797-809.

Full description at Econpapers || Download paper

2019Forecasting Bitcoin risk measures: A robust approach. (2019). Trucíos, Carlos ; Trucios, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:836-847.

Full description at Econpapers || Download paper

2019Forecasting economic time series using score-driven dynamic models with mixed-data sampling. (2019). Li, Mengheng ; Koopman, Siem Jan ; Gorgi, Paolo. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1735-1747.

Full description at Econpapers || Download paper

2019Behavioural New Keynesian models. (2019). Levine, Paul ; Calvert Jump, Robert. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:59-77.

Full description at Econpapers || Download paper

2019Sparse inference of the drift of a high-dimensional Ornstein–Uhlenbeck process. (2019). GaIffas, Stephane ; Matulewicz, Gustaw . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:1-20.

Full description at Econpapers || Download paper

2020Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects. (2020). Yang, Zhenlin ; Xu, Yuhong. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:81:y:2020:i:c:s0166046219300328.

Full description at Econpapers || Download paper

2020Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity. (2020). Yang, Zhenlin ; Li, Liyao. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:81:y:2020:i:c:s0166046219301139.

Full description at Econpapers || Download paper

2019Recreating Banking Networks under Decreasing Fixed Costs. (2019). Craig, Ben ; Paterlini, Sandra ; Maringer, Dietmar. In: Working Papers. RePEc:fip:fedcwq:192100.

Full description at Econpapers || Download paper

2018Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas. (2018). Laurent, Sébastien ; Francq, Christian ; darolles, serge. In: Working Papers. RePEc:hal:wpaper:halshs-01944656.

Full description at Econpapers || Download paper

2019Risk endogeneity at the lender/investor-of-last-resort. (2019). Schwaab, Bernd ; Lucas, Andr E ; Caballero, Diego ; Zhang, Xin. In: Working Paper Series. RePEc:hhs:rbnkwp:0382.

Full description at Econpapers || Download paper

2019Intergenerational Mobility in Education: Estimates of the Worldwide Variation. (2019). Leone, Tharcisio. In: Journal of Economic Development. RePEc:jed:journl:v:44:y:2019:i:4:p:1-42.

Full description at Econpapers || Download paper

2020Business Cycle Spatial Synchronization: Measuring a Synchronization Parameter. (2020). Fukui, Shinya. In: Discussion Papers. RePEc:koe:wpaper:2009.

Full description at Econpapers || Download paper

2018Asymptotics of Cholesky GARCH models and time-varying conditional betas. (2018). Laurent, Sébastien ; Francq, Christian ; darolles, serge. In: MPRA Paper. RePEc:pra:mprapa:83988.

Full description at Econpapers || Download paper

2019Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds. (2019). Fries, Sebastien. In: MPRA Paper. RePEc:pra:mprapa:97353.

Full description at Econpapers || Download paper

2019Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models. (2019). Francq, Christian ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:97382.

Full description at Econpapers || Download paper

2020Relationships in the Interbank Market. (). Monnet, Cyril ; Eisenschmidt, Jens ; Chiu, Jonathan. In: Review of Economic Dynamics. RePEc:red:issued:18-238.

Full description at Econpapers || Download paper

2019LOAN MATURITY AGGREGATION IN INTERBANK LENDING NETWORKS OBSCURES MESOSCALE STRUCTURE AND ECONOMIC FUNCTIONS. (2019). Schoors, Koen ; Ryckebusch, Jan ; van den Heuvel, Milan ; van Soom, Marnix. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/952.

Full description at Econpapers || Download paper

2019Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries. (2019). Matkovskyy, Roman. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:3:d:10.1007_s40953-018-0151-6.

Full description at Econpapers || Download paper

2019Human Development Over Time: An Empirical Comparison of a Dynamic Index and the Standard HDI. (2019). Zirogiannis, Nikolaos ; Fledderman, Kathryn ; Tripodis, Yorghos ; Krutilla, Kerry. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:142:y:2019:i:2:d:10.1007_s11205-018-1926-z.

Full description at Econpapers || Download paper

2020Transformed Perturbation Solutions for Dynamic Stochastic General Equilibrium Models. (2019). Nientker, Marc ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190012.

Full description at Econpapers || Download paper

2019Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings. (0000). van Dijk, Dick ; Lucas, Andre ; Barra, Istvan ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190013.

Full description at Econpapers || Download paper

2019Time-varying tail behavior for realized kernels. (2019). Lucas, Andre ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190051.

Full description at Econpapers || Download paper

2019Observation-driven Models for Realized Variances and Overnight Returns. (2019). Lucas, Andre ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190052.

Full description at Econpapers || Download paper

2020Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe. (2020). Tonzer, Lena ; Schaumburg, Julia ; Boehm, Hannes. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200008.

Full description at Econpapers || Download paper

2019Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model.. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers of BETA. RePEc:ulp:sbbeta:2019-24.

Full description at Econpapers || Download paper

2019Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach.. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers of BETA. RePEc:ulp:sbbeta:2019-43.

Full description at Econpapers || Download paper

2020Networks in risk spillovers: A multivariate GARCH perspective. (2020). Pelizzon, Loriana ; Billio, Monica ; Frattarolo, Lorenzo ; Caporin, Massimiliano. In: Working Papers. RePEc:ven:wpaper:2020:16.

Full description at Econpapers || Download paper

2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model. (2019). Petrella, Ivan ; Delle Monache, Davide ; Venditti, Fabrizio. In: EMF Research Papers. RePEc:wrk:wrkemf:29.

Full description at Econpapers || Download paper

2020Financial linkages and sectoral business cycle synchronisation: Evidence from Europe. (2020). Tonzer, Lena ; Schaumburg, Julia ; Bohm, Hannes. In: IWH Discussion Papers. RePEc:zbw:iwhdps:22020.

Full description at Econpapers || Download paper

Works by Francisco A. A. Blasques:


YearTitleTypeCited
2016Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models In: Papers.
[Full Text][Citation analysis]
paper4
2016Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models *.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2020Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros In: Papers.
[Full Text][Citation analysis]
paper0
2019Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros.(2019) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015A dynamic network model of the unsecured interbank lending market In: BIS Working Papers.
[Full Text][Citation analysis]
paper31
2015A dynamic network model of the unsecured interbank lending market.(2015) In: DNB Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2018A dynamic network model of the unsecured interbank lending market.(2018) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
article
2016A dynamic network model of the unsecured interbank lending market.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2014TRANSFORMED POLYNOMIALS FOR NONLINEAR AUTOREGRESSIVE MODELS OF THE CONDITIONAL MEAN In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article1
2012Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean.(2012) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Time-Varying Transition Probabilities for Markov Regime Switching Models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article13
2014Time Varying Transition Probabilities for Markov Regime Switching Models.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2016Semiparametric score driven volatility models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article4
2016Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data In: Journal of Econometrics.
[Full Text][Citation analysis]
article7
2016Spillover dynamics for systemic risk measurement using spatial financial time series models In: Journal of Econometrics.
[Full Text][Citation analysis]
article23
2014Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2014Spillover dynamics for systemic risk measurement using spatial financial time series models.(2014) In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2018Penalized indirect inference In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
2015Penalized Indirect Inference.(2015) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models In: International Journal of Forecasting.
[Full Text][Citation analysis]
article10
2015In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models.(2015) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2015Information-theoretic optimality of observation-driven time series models for continuous responses In: Biometrika.
[Full Text][Citation analysis]
article33
2018Amendments and Corrections In: Biometrika.
[Full Text][Citation analysis]
article0
2018A stochastic recurrence equations approach for score driven correlation models In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2012Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper6
2013On the Phase Dependence in Time-Varying Correlations Between Time-Series In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2013Solution-Driven Specification of DSGE Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2013Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper1
2017Maximum Likelihood Estimation for Score-Driven Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper14
2014Information Theoretic Optimality of Observation Driven Time Series Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper10
2014Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper7
2014Optimal Formulations for Nonlinear Autoregressive Processes In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper10
2014Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2015In-Sample Bounds for Time-Varying Parameters of Observation Driven Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2015A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model” In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2016Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper12
2017Smooth Transition Spatial Autoregressive Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2017Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2017A Stochastic Recurrence Equation Approach to Stationarity and phi-Mixing of a Class of Nonlinear ARCH Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2017Finite Sample Optimality of Score-Driven Volatility Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2018Missing Observations in Observation-Driven Time Series Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2018A Time-Varying Parameter Model for Local Explosions In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team