Gorgi, Paolo ; Koopman, Siem Jan Gorgi , P & Koopman , S J 2020 ' Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects ' TI Discussion Paper series , no. III , vol. 20-004 , III edn , Tinbergen Institute ..
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2020
Gorgi, Paolo Gorgi , P 2020 , ' Beta–negative binomial auto-regressions for modelling integer-valued time series with extreme observations ' , Journal of the Royal Statistical Society. Series B: Statistical Methodology , vol. 82 , no. 5 , pp. 1325-1347 . https://doi.org/10.1111/rssb.12394.
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2020
Gorgi, Paolo ; Koopman, Siem Jan ; Lit, Rutger Gorgi , P , Koopman , S J & Lit , R 2020 ' Estimation of final standings in football competitions with premature ending : the case of COVID-19 ' TI discussion paper series , no. 20-070/III , 070/III edn , Tinbergen Instituut ..
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2020
Gorgi, Paolo ; Koopman, Siem Jan ; Li, Mengheng Gorgi , P , Koopman , S J & Li , M 2019 , ' Forecasting economic time series using score-driven dynamic models with mixed-data sampling ' , International Journal of Forecasting , vol. 35 , no. 4 , pp. 1735-1747 . https://doi.org/10.1016/j.ijforecast.2018.11.005.
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2019
