| Feasible invertibility conditions and maximum likelihood estimation for observation-driven models F Blasques, P Gorgi, SJ Koopman, O Wintenberger Electronic Journal of Statistics 12 (1), 1019-1052, 2018 | 44 | 2018 |
| 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 | 37 | 2019 |
| Forecasting economic time series using score-driven dynamic models with mixed-data sampling P Gorgi, SJ Koopman, M Li International Journal of Forecasting 35 (4), 1735-1747, 2019 | 15 | 2019 |
| The analysis and forecasting of tennis matches by using a high dimensional dynamic model P Gorgi, SJ Koopman, R Lit Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2019 | 15 | 2019 |
| Integer‐Valued Autoregressive Models With Survival Probability Driven By A Stochastic Recurrence Equation P Gorgi Journal of Time Series Analysis 39 (2), 150-171, 2018 | 11 | 2018 |
| Beta–negative binomial auto‐regressions for modelling integer‐valued time series with extreme observations P Gorgi Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2020 | 8 | 2020 |
| Time-varying vector autoregressive models with structural dynamic factors P Gorgi, SJ Koopman, J Schaumburg Tinbergen Institute, The Netherlands and Aarhus University, Denmark, 17, 2017 | 7 | 2017 |
| Missing observations in observation-driven time series models F Blasques, P Gorgi, SJ Koopman Journal of Econometrics 221 (2), 542-568, 2021 | 5 | 2021 |
| Accelerating score-driven time series models F Blasques, P Gorgi, SJ Koopman Journal of Econometrics 212 (2), 359-376, 2019 | 5 | 2019 |
| Estimation of final standings in football competitions with a premature ending: the case of COVID-19 P Gorgi, SJ Koopman, R Lit AStA Advances in Statistical Analysis, 1-18, 2021 | 4 | 2021 |
| Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects P Gorgi, SJ Koopman Journal of Econometrics, 2021 | 3 | 2021 |
| DSGE Models with observation-driven time-varying volatility G Angelini, P Gorgi Economics Letters 171, 169-171, 2018 | 3 | 2018 |
| Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting F Blasques, P Gorgi, SJ Koopman Estimation and Forecasting (July 18, 2017), 2017 | 2 | 2017 |
| Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors P Gorgi, SJ Koopman, J Schaumburg Tinbergen Institute Discussion Paper 2021-056/III, 2021 | 1 | 2021 |
| BNB autoregressions for modeling integer-valued time series with extreme observations P Gorgi arXiv preprint arXiv:1909.02929, 2019 | 1 | 2019 |
| A Note on'Continuous Invertibility and Stable QML Estimation of the EGARCH (1, 1) Model' F Blasques, P Gorgi, SJ Koopman, O Wintenberger Tinbergen Institute Discussion Paper 15-131/III, 2015 | 1 | 2015 |
| Maximum likelihood estimation for non-stationary location models with mixture of normal distributions F Blasques, J van Brummelen, P Gorgi, SJ Koopman Tinbergen Institute Discussion Paper, 2022 | | 2022 |
| Forecasting economic time series using score-driven dynamic models with mixed-data sampling (vol 35, pg 1735, 2019) P Gorgi INTERNATIONAL JOURNAL OF FORECASTING 37 (3), 1312-1312, 2021 | | 2021 |
| Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors SJ Koopman, P Gorgi, J Schaumburg | | 2021 |
| Conditional score residuals and diagnostic analysis of serial dependence in time series models F Blasques, P Gorgi, SJ Koopman Tinbergen Institute Discussion Paper, 2021 | | 2021 |
