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Gorgi, P.
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1

Does trade integration imply growth in Latin America? Evide..:

Blasques, F ; Gorgi, P ; Koopman, S. J.
Series: Tinbergen Institute Discussion Paper.  , 2023
Link: http://hdl.handle.net/10..
 
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2

Beta observation-driven models with exogenous regressors:A ..:

Gorgi, P ; Koopman, S. J
https://pure.au.dk/portal/da/publications/beta-observationdriven-models-with-exogenous-regressors(644f8880-1603-4092-9609-54dbc5c4c4a2).html.  , 2023
Link: https://pure.au.dk/porta..
 
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3

Missing observations in observation-driven time series mode..:

Blasques, F ; Gorgi, P ; Koopman, S. J
Blasques , F , Gorgi , P & Koopman , S J 2021 , ' Missing observations in observation-driven time series models ' , Journal of Econometrics , vol. 221 , no. 2 , pp. 542-568 . https://doi.org/10.1016/j.jeconom.2020.07.043.  , 2021
Link: https://research.vu.nl/e..
 
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4

Conditional score residuals and diagnostic analysis of seri..:

Blasques, F ; Gorgi, P ; Koopman, Siem Jan
Series: Tinbergen Institute Discussion Paper.  , 2021
Link: http://hdl.handle.net/10..
 
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5

Measurement of the cosmic-ray energy spectrum above 2.5 ×10..:

Aab, A ; Abreu, P ; AGLIETTA, MARCO...
PHYSICAL REVIEW D.  , 2020
Link: https://hdl.handle.net/2..
 
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6

Accelerating score-driven time series models:

Blasques, F ; Gorgi, P ; Koopman, S. J
Blasques , F , Gorgi , P & Koopman , S J 2019 , ' Accelerating score-driven time series models ' , Journal of Econometrics , vol. 212 , no. 2 , pp. 359-376 . https://doi.org/10.1016/j.jeconom.2019.03.005.  , 2019
Link: https://pure.au.dk/porta..
 
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7

The analysis and forecasting of tennis matches by using a h..:

Gorgi, P ; Koopman, S. J ; Lit, R
Gorgi , P , Koopman , S J & Lit , R 2019 , ' The analysis and forecasting of tennis matches by using a high dimensional dynamic model ' , Journal of the Royal Statistical Society. Series A: Statistics in Society , vol. 182 , no. 4 , pp. 1393-1409 . https://doi.org/10.1111/rssa.12464.  , 2019
Link: https://research.vu.nl/e..
 
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8

Accelerating score-driven time series models:

Blasques, F ; Gorgi, P ; Koopman, S. J
Blasques , F , Gorgi , P & Koopman , S J 2019 , ' Accelerating score-driven time series models ' , Journal of Econometrics , vol. 212 , no. 2 , pp. 359-376 . https://doi.org/10.1016/j.jeconom.2019.03.005.  , 2019
Link: https://research.vu.nl/e..
 
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9

Realized Wishart-GARCH:A Score-driven Multi-Asset Volatilit..:

Gorgi, P ; Hansen, Peter Reinhard ; Janus, P.
Gorgi , P , Hansen , P R , Janus , P & Koopman , S J 2019 , ' Realized Wishart-GARCH : A Score-driven Multi-Asset Volatility Model ' , Journal of Financial Econometrics , vol. 17 , no. 1 , pp. 1-32 . https://doi.org/10.1093/jjfinec/nby007.  , 2019
Link: https://pure.au.dk/porta..
 
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10

Realized wishart-garch:A score-driven multi-Asset volatilit..:

Gorgi, P ; Hansen, P. R ; Janus, P.
Gorgi , P , Hansen , P R , Janus , P & Koopman , S J 2019 , ' Realized wishart-garch : A score-driven multi-Asset volatility model ' , Journal of Financial Econometrics , vol. 17 , no. 1 , pp. 1-32 . https://doi.org/10.1093/jjfinec/nby007.  , 2019
Link: https://research.vu.nl/e..
 
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11

The analysis and forecasting of tennis matches by using a h..:

Gorgi, P ; Koopman, S. J ; Lit, R
Gorgi , P , Koopman , S J & Lit , R 2019 , ' The analysis and forecasting of tennis matches by using a high dimensional dynamic model ' , Journal of the Royal Statistical Society. Series A: Statistics in Society , vol. 182 , no. 4 , pp. 1393-1409 . https://doi.org/10.1111/rssa.12464.  , 2019
Link: https://pure.au.dk/porta..
 
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12

The analysis and forecasting of ATP tennis matches using a ..:

Gorgi, P ; Koopman, Siem Jan ; Lit, R
Series: Tinbergen Institute Discussion Paper.  , 2018
Link: http://hdl.handle.net/10..
 
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13

An Indication of Anisotropy in Arrival Directions of Ultra-..:

Aab, A ; Abreu, P ; AGLIETTA, MARCO...
THE ASTROPHYSICAL JOURNAL.  , 2018
Link: https://hdl.handle.net/2..
 
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14

On observation-driven time series modeling:

Gorgi, P
Gorgi , P 2017 , ' On observation-driven time series modeling ' , PhD , Vrije Universiteit Amsterdam , Amsterdam ..  , 2017
Link: https://research.vu.nl/e..
 
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15

Feasible Invertibility Conditions for Maximum Likelihood Es..:

Blasques, F ; Gorgi, P ; Koopman, S.
http://arxiv.org/abs/1610.02863.  , 2016
Link: http://arxiv.org/abs/161..
 
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