24-016/III - A Score-Driven Filter for Causal Regression Models with Time-Varying Parameters and Endogenous Regressors Authors: Francisco Blasques, Vrije Universiteit Amsterdam; Noah Stegehuis, Vrije Universiteit Amsterdam Date: February 29, 2024
24-008/III - Bootstrapping GARCH Models Under Dependent Innovations Authors: Eric Beutner, Vrije Universiteit Amsterdam; Julia Schaumburg, Vrije Universiteit Amsterdam; Barend Spanjers, Vrije Universiteit Amsterdam Date: January 25, 2024
24-003/III - A robust Beveridge-Nelson decomposition using a score-driven approach with an application Authors: Francisco Blasques, Vrije Universiteit Amsterdam ; Janneke van Brummelen, Vrije Universiteit Amsterdam ; Paolo Gorgi, Vrije Universiteit Amsterdam ; Siem Jan Koopman, Vrije Universiteit Amsterdam Date: January 11, 2024