A new working paper that I have co-authored with André Lucas, Anne Opschoor and Xingmin Zhang is now available as
A new working paper from that I co-authored together with André Lucas is now available as Tinbergen Institute Discussion Paper. You
On Thursday the 22nd of October 2002 I’ll be presenting a work titled Dynamic Partial Correlation Models at the VU Econometrics BrownBag Seminar.
This is a working paper that I am currently developing with professor André Lucas (you can check out the poster here, that we presented earlier this year at the 2022 NESG Conference in Groningen). … Continue readingPaper presentation @ VU Econometrics BrownBag Seminar
In our new working paper – with Francisco Blasques and Siem Jan Koopman – we propose a multiplicative dynamic factor
We develop a simultaneous autoregressive score-driven model with autoregressive disturbances for heavy tailed spatio-temporal data. … Continue readingNew Paper on Score-Driven Modeling of Spatio-Temporal Data published on JASA