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Janneke van Brummelen

PhD

University
Vrije Universiteit Amsterdam
Research field
Econometrics
Interests
Econometric Methodology, Econometric Theory, Time Series Econometrics

List of publications

Blasques, F., van Brummelen, J., Koopman, S.J. and Lucas, A. (2021). Maximum likelihood estimation for score-driven models Journal of Econometrics, :.