Score-driven models: Methodology and theory M Artemova, F Blasques, J van Brummelen, SJ Koopman Oxford Research Encyclopedia of Economics and Finance, 2022 | 13 | 2022 |
Score-driven models: Methods and applications M Artemova, F Blasques, J van Brummelen, SJ Koopman Oxford Research Encyclopedia of Economics and Finance, 2022 | 11 | 2022 |
An Order-Invariant Score-Driven Dynamic Factor Model M Artemova Tinbergen Institute Discussion Paper, 2023 | 1 | 2023 |
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 |