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)
Louise Laage (Georgetown University), Koen Jochmans (University of Toulouse), Joachim Freyberger (University of Bonn), Daniel Wilhelm (University College London), Harold D Chiang (University of Wisconsin-Madison), Dmitry Arkhangelsky (CEMFI), Helmut Farbmacher (Technical University of Munich), Irene Botosaru (McMaster University), Frank Windmeijer (University of Oxford), Chris Muris (McMaster University), Cavit Pakel (Bilkent University)
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)
Eva Janssens (UvA)
Evgenii Vladimirov (UvA)
Andrea Nagy (Erasmus University Rotterdam)
Alexis Derumingy (TU Delft)