4
H index
2
i10 index
48
Citations
Katarzyna Łasak : Citation Profile
Tinbergen Instituut | RESEARCH PRODUCTION: 5 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2008 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Katarzyna Łasak. | Is cited by:
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Main data
Where Katarzyna Łasak has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Tinbergen Institute Discussion Papers / Tinbergen Institute | 5 |
Recent works citing Katarzyna Łasak (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Investor sentiment in the tourism stock market. (2023). Kou, Iokteng Esther ; Wu, Chih-Hung ; Peng, Kang-Lin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000624. Full description at Econpapers || Download paper |
| 2023 | Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility. (2023). Wang, LU ; Su, Yuquan ; Yu, Jize ; Hong, Yanran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:358-368. Full description at Econpapers || Download paper |
| 2023 | Modeling extreme events:time-varying extreme tail shape. (2023). Lucas, Andre ; Dinnocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd. In: Working Paper Series. RePEc:hhs:rbnkwp:0399. Full description at Econpapers || Download paper |
| 2023 | Estimation of final standings in football competitions with a premature ending: the case of COVID-19. (2023). Koopman, Siem Jan ; Lit, R ; Gorgi, P. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:107:y:2023:i:1:d:10.1007_s10182-021-00415-7. Full description at Econpapers || Download paper |
Works by Katarzyna Łasak:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Likelihood based testing for no fractional cointegration In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 12 |
| 2010 | Likelihood based testing for no fractional cointegration.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2008 | Maximum likelihood estimation of fractionally cointegrated systems In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 9 |
| 2013 | Fractional cointegration rank estimation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 7 |
| 2015 | Fractional Cointegration Rank Estimation.(2015) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2014 | Fractional Cointegration Rank Estimation.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2014 | On an Estimation Method for an Alternative Fractionally Cointegrated Model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | On an Estimation Method for an Alternative Fractionally Cointegrated Model.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | In-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] | article | 20 |
| 2015 | In-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 nother version. Agregated cites: 20 | paper | |
| 2020 | Observation Driven Long Run Equilibria In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Spurious multivariate regressions under fractionally integrated processes In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 2015 | In-Sample Bounds for Time-Varying Parameters of Observation Driven Models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Likelihood based inference for an Identifiable Fractional Vector Error Correction Model In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team