E-LIB Suche - Ergebnisse für: Gorgi, P.

1

A robust Beveridge–Nelson decomposition using a score-drive..:

Blasques, F. ; van Brummelen, J. ; Gorgi, P..
Economics Letters. 236 (2024) - p. 111588 , 2024

Link: https://doi.org/10.1016/..

2

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

Gorgi, P. ; Koopman, S.J.
Journal of Econometrics. 237 (2023) 2 - p. 105177 , 2023

Link: https://doi.org/10.1016/..

3

On the optimality of score-driven models:

Gorgi, P ; Lauria, C S A ; Luati, A
Biometrika. , 2023

Link: https://doi.org/10.1093/..

4

Estimation of final standings in football competitions with..:

Gorgi, P. ; Koopman, S. J. ; Lit, R.
AStA Advances in Statistical Analysis. 107 (2021) 1-2 - p. 233-250 , 2021

Link: https://doi.org/10.1007/..

5

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

Blasques, F. ; Gorgi, P. ; Koopman, S.J.
Journal of Econometrics. 221 (2021) 2 - p. 542-568 , 2021

Link: https://doi.org/10.1016/..

6

Accelerating score-driven time series models:

Blasques, F. ; Gorgi, P. ; Koopman, S.J.
Journal of Econometrics. 212 (2019) 2 - p. 359-376 , 2019

Link: https://doi.org/10.1016/..

7

The Analysis and Forecasting of Tennis Matches by using a H..:

Gorgi, P. ; Koopman, S. J. ; Lit, R.
Journal of the Royal Statistical Society Series A: Statistics in Society. 182 (2019) 4 - p. 1393-1409 , 2019

Link: https://doi.org/10.1111/..

8

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

Gorgi, P ; Hansen, P R ; Janus, P.
Journal of Financial Econometrics. 17 (2018) 1 - p. 1-32 , 2018

Link: https://doi.org/10.1093/..

9

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..

10

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..

11

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..

12

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..

13

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..

14

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..

15

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..