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Mariia Artemova
Mariia Artemova
在 ese.eur.nl 的电子邮件经过验证 - 首页
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Score-driven models: Methodology and theory
M Artemova, F Blasques, J van Brummelen, SJ Koopman
Oxford Research Encyclopedia of Economics and Finance, 2022
132022
Score-driven models: Methods and applications
M Artemova, F Blasques, J van Brummelen, SJ Koopman
Oxford Research Encyclopedia of Economics and Finance, 2022
112022
An Order-Invariant Score-Driven Dynamic Factor Model
M Artemova
Tinbergen Institute Discussion Paper, 2023
12023
On the Use of Flexible Rolling-Window Estimation and Forecasting with Evidence from the Great Recession to the Covid-19 Pandemic
F Blasques, SJ Koopman, M Artemova
Available at SSRN 4954871, 0
1*
A Multilevel Factor Model for Economic Activity with Observation-Driven Dynamic Factors
M Artemova, F Blasques, SJ Koopman
Tinbergen Institute, 2023
2023
VU Research Portal
M Artemova, F Blasques, J van Brummelen, SJ Koopman
2022
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