27 Key Publications

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  D'Innocenzo, E. and Lucas, A. (2024). Dynamic partial correlation models Journal of Econometrics, 241(2).

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  De Vos, I. and Stauskas, O. (2024). Cross-section bootstrap for CCE regressions Journal of Econometrics, 240(1).

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  Kleen, O. (2024). Scaling and measurement error sensitivity of scoring rules for distribution forecasts Journal of Applied Econometrics, 39(5):833--849.

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  Lange, R. (2024). Bellman filtering and smoothing for state-space models Journal of Econometrics, 238(2).

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  Janssens, EvaF. and Lumsdaine, RobinL. (2024). Sectoral slowdowns in the United Kingdom: Evidence from transmission probabilities and economic linkages Journal of Applied Econometrics, 39(1):22--40.

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  Blasques, F., van Brummelen, J., Gorgi, P. and Koopman, S.J. (2024). Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions Journal of Econometrics, 238(1).
• Gorgi, P., Lauria, C.S.A. and Luati, A. (2024). On the optimality of score-driven models Biometrika, 111(3):865--880.