| Maximum likelihood estimation for score-driven models F Blasques, J van Brummelen, SJ Koopman, A Lucas Journal of Econometrics 227 (2), 325-346, 2022 | 84 | 2022 |
| Score-driven models: Methodology and theory M Artemova, F Blasques, J van Brummelen, SJ Koopman Oxford Research Encyclopedia of Economics and Finance, 2022 | 12 | 2022 |
| Score-driven models: Methods and applications M Artemova, F Blasques, J van Brummelen, SJ Koopman Oxford Research Encyclopedia of Economics and Finance, 2022 | 10 | 2022 |
| Maximum likelihood estimation for non-stationary location models with mixture of normal distributions F Blasques, J van Brummelen, P Gorgi, SJ Koopman Journal of Econometrics 238 (1), 105575, 2024 | 8 | 2024 |
| A robust Beveridge–Nelson decomposition using a score-driven approach with an application F Blasques, J van Brummelen, P Gorgi, SJ Koopman Economics Letters 236, 111588, 2024 | | 2024 |
| Robust multivariate observation-driven filtering for a common stochastic trend: Theory and application F Blasques, J van Brummelen, P Gorgi, SJ Koopman Tinbergen Institute Discussion Paper, 2024 | | 2024 |
| On the estimation of parameters in observation-driven time series models JN van Brummelen | | 2023 |
| VU Research Portal M Artemova, F Blasques, J van Brummelen, SJ Koopman | | 2022 |
| VU Research Portal JN van Brummelen | | |
