Browsing All of EconStor by Author Gorgi, Paolo


Showing results 1 to 12 of 12
Year of PublicationTitleAuthor(s)
2015A Note on "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model"Blasques, Francisco; Gorgi, Paolo; Koopman, Siem Jan; Wintenberger, Olivier
2016Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven ModelsBlasques, Francisco; Gorgi, Paolo; Koopman, Siem Jan; Wintenberger, Olivier
2017Accelerating GARCH and Score-Driven Models: Optimality, Estimation and ForecastingBlasques, Francisco F.; Gorgi, Paolo; Koopman, Siem Jan S.J.
2018Forecasting economic time series using score-driven dynamic models with mixed-data samplingGorgi, Paolo; Koopman, Siem Jan; Li, Mengheng
2018Missing Observations in Observation-Driven Time Series ModelsBlasques, Francisco; Gorgi, Paolo; Koopman, Siem Jan
2018DSGE Models with Observation-Driven Time-Varying parametersAngelini, Giovanni; Gorgi, Paolo
2020Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effectsGorgi, Paolo; Koopman, Siem Jan
2020Estimation of final standings in football competitions with premature ending: the case of COVID-19Gorgi, Paolo; Koopman, Siem Jan; Lit, Rutger
2021Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic ErrorsGorgi, Paolo; Koopman, Siem Jan; Schaumburg, Julia
2022Maximum likelihood estimation for non-stationary location models with mixture of normal distributionsBlasques, Francisco; van Brummelen, Janneke; Gorgi, Paolo; Koopman, Siem Jan
2023Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series modelsArmillotta, Mirko; Gorgi, Paolo
2024A robust Beveridge-Nelson decomposition using a score-driven approach with an applicationBlasques, Francisco; van Brummelen, Janneke; Gorgi, Paolo; Koopman, Siem Jan