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Janneke van Brummelen
Janneke van Brummelen
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Title
Cited by
Cited by
Year
Maximum likelihood estimation for score-driven models
F Blasques, J van Brummelen, SJ Koopman, A Lucas
Journal of Econometrics 227 (2), 325-346, 2022
662022
Score-driven models: Methodology and theory
M Artemova, F Blasques, J van Brummelen, SJ Koopman
Oxford Research Encyclopedia of Economics and Finance, 2022
52022
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
42024
Score-driven models: Methods and applications
M Artemova, F Blasques, J van Brummelen, SJ Koopman
Oxford Research Encyclopedia of Economics and Finance, 2022
42022
A robust Beveridge–Nelson decomposition using a score-driven approach with an application
F Blasques, J van Brummelen, P Gorgi, SJ Koopman
Economics Letters, 111588, 2024
2024
On the estimation of parameters in observation-driven time series models
JN van Brummelen
2023
VU Research Portal
JN van Brummelen
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