受强制性开放获取政策约束的文章 - Paolo Gorgi了解详情
无法在其他位置公开访问的文章：1 篇
On the Estimation of INAR Models with Pseudo-Variance Quasi-Maximum Likelihood
M Armillotta, P Gorgi
Scientific Meeting of the Italian Statistical Society, 71-76, 2024
强制性开放获取政策： European Commission
可在其他位置公开访问的文章：11 篇
Feasible invertibility conditions and maximum likelihood estimation for observation-driven models
F Blasques, P Gorgi, SJ Koopman, O Wintenberger
强制性开放获取政策： Danish National Research Foundation
Realized Wishart-GARCH: A score-driven multi-asset volatility model
P Gorgi, PR Hansen, P Janus, SJ Koopman
Journal of Financial Econometrics 17 (1), 1-32, 2019
强制性开放获取政策： Danish National Research Foundation
Accelerating score-driven time series models
F Blasques, P Gorgi, SJ Koopman
Journal of Econometrics 212 (2), 359-376, 2019
强制性开放获取政策： Danish National Research Foundation
Missing observations in observation-driven time series models
F Blasques, P Gorgi, SJ Koopman
Journal of Econometrics 221 (2), 542-568, 2021
强制性开放获取政策： Danish National Research Foundation, Netherlands Organisation for Scientific …
Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
M Armillotta, P Gorgi
Journal of Econometrics 246 (1-2), 105894, 2024
强制性开放获取政策： European Commission
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors
P Gorgi, SJ Koopman, J Schaumburg
Journal of Econometrics, 105750, 2024
强制性开放获取政策： Netherlands Organisation for Scientific Research
Conditional score residuals and diagnostic analysis of serial dependence in time series models
F Blasques, P Gorgi, SJ Koopman
Journal of Business & Economic Statistics, 1-28, 2024
强制性开放获取政策： Netherlands Organisation for Scientific Research
Mitigating estimation risk: A datadriven fusion of experimental and observational data
F Blasques, P Gorgi, SJ Koopman, N Stegehuis
Tinbergen Institute Discussion Paper, 2024
强制性开放获取政策： Netherlands Organisation for Scientific Research
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
强制性开放获取政策： Netherlands Organisation for Scientific Research
Does trade integration imply growth in Latin America? Evidence from a dynamic spatial spillover model
F Blasques, P Gorgi, SJ Koopman, J Sampi
Tinbergen Institute Discussion Paper, 2023
强制性开放获取政策： Danish National Research Foundation
Missing Observations in Observation-Driven Time Series Models
P Gorgi, SJSJ Koopman
Tinbergen Institute Discussion Papers, 2018
强制性开放获取政策： Danish National Research Foundation
出版信息和资助信息由计算机程序自动确定