Browsing All of EconStor by Author Lasak, Katarzyna
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2014 | Fractional Cointegration Rank Estimation | Lasak, Katarzyna; Velasco, Carlos |
2014 | On an Estimation Method for an Alternative Fractionally Cointegrated Model | Carlini, Federico; Lasak, Katarzyna |
2015 | In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models | Blasques, Francisco; Koopman, Siem Jan; Lasak, Katarzyna; Lucas, André |
2015 | In-Sample Bounds for Time-Varying Parameters of Observation Driven Models | Blasques, Francisco; Koopman, Siem Jan; Lasak, Katarzyna; Lucas, André |
2018 | Likelihood based inference for an Identifiable Fractional Vector Error Correction Model | Carlini, Federico; Lasak, Katarzyna |