System Identification by Dynamic Factor Models
Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting
Quantitative Easing and Exuberance in Government Bond Markets: Evidence from the ECB's Expanded Assets Purchase Program
Badge of Honor or Scarlet Letter? Unpacking Investors' Judgment of Entrepreneurs' Past Failure
Partially Censored Posterior for Robust and Efficient Risk Evaluation
Individual weighted excess and least square values
Does Losing Lead to Winning? An Empirical Analysis for Four Different Sports
Conditional Score Residuals and Diagnostic Analysis of Serial Dependence in Time Series Models
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil
The Consistency Principle in the Reordering Problem
Wednesday, May 04 2022
A new cohort of talented research masters students arrived this week.
As of September 1, 2023, Julia Schaumburg (Vrije Universiteit Amsterdam) was appointed Professor of Econometric Methods and Applications.