Blasques, F., van Brummelen, J., Koopman, S.J. and Lucas, A. (2021). Maximum likelihood estimation for score-driven models Journal of Econometrics, :.
Janneke van Brummelen
University
Vrije Universiteit Amsterdam
E-mail
Research field
Econometrics
Interests
Econometric Methodology, Econometric Theory, Time Series Econometrics
Key publications
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, :.