Robust Observation-Driven Models Using Proximal-Parameter Updates
Dick van Dijk
- Econometrics Seminars and Workshop Series
Dick van Dijk
Florian Hett (Johannes Gutenberg University Mainz, Germany)
Mogens Fosgerau (University of Copenhagen, Denmark)
Edwin Leuven (University of Oslo, Norway)
Floris Holstege (University of Amsterdam)
Farzad Saidi (University of Bonn, Germany)
Steffen Altmann (University of Copenhagen, Denmark and IZA, Germany)
Sukjin Han (University of Bristol, United Kingdom)
Melis Kartal (Vienna University of Economics and Business, Austria)
Tianxi Wang (University of Essex, United Kingdom)
Carlo Altavilla (ECB, Germany)
Simon Trimborn (University of Amsterdam)
Kristoffer B. Hvidberg (University of Copenhagen, Denmark)
Jens Gudmundsson (University of Copenhagen, Denmark)
Ronald Bachmann (Leibniz Institute for Economic Research, Germany)
Dmitry Shapiro (Seoul National University, Republic of Korea)
Niels Marijnen
Wiljan van den Berge (Utrecht University)
Georgios Petropoulos (MIT and Stanford University, United States)
David Frazier (Monash University, Australia)