Robust Observation-Driven Models Using Proximal-Parameter Updates
Dick van Dijk
- Econometrics Seminars and Workshop Series
Dick van Dijk
Floris Holstege (University of Amsterdam)
Sukjin Han (University of Bristol, United Kingdom)
Simon Trimborn (University of Amsterdam)
Niels Marijnen
David Frazier (Monash University, Australia)
Sander Barendse (University of Amsterdam)
Takuya Ura (UC Davis, United States)
Yoshiyasu Rai (University of Mannheim, Germany)
Bertille Antoine (Simon Fraser University, Canada)
Abhishek Ananth (Cornell University, United States)
Denis Kojevnikov (Tilburg University)
Yi He
Nestor Parolya (TU Delft)
Eva Janssens (University of Amsterdam)
Jules Depersin (CREST)
Evgenii Vladimirov (UvA)
Andrea Nagy (Erasmus University Rotterdam)
Ekaterina Ugulava , Ekaterina Ugulava
Lina Zhang