Browsing All of EconStor by Author Gorgi, Paolo
Showing results 1 to 13 of 13
| Year of Publication | Title | Author(s) |
| 2015 | A Note on "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model" | Blasques, Francisco; Gorgi, Paolo; Koopman, Siem Jan; Wintenberger, Olivier |
| 2016 | Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models | Blasques, Francisco; Gorgi, Paolo; Koopman, Siem Jan; Wintenberger, Olivier |
| 2017 | Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting | Blasques, Francisco F.; Gorgi, Paolo; Koopman, Siem Jan S.J. |
| 2018 | Forecasting economic time series using score-driven dynamic models with mixed-data sampling | Gorgi, Paolo; Koopman, Siem Jan; Li, Mengheng |
| 2018 | Missing Observations in Observation-Driven Time Series Models | Blasques, Francisco; Gorgi, Paolo; Koopman, Siem Jan |
| 2018 | DSGE Models with Observation-Driven Time-Varying parameters | Angelini, Giovanni; Gorgi, Paolo |
| 2020 | Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects | Gorgi, Paolo; Koopman, Siem Jan |
| 2020 | Estimation of final standings in football competitions with premature ending: the case of COVID-19 | Gorgi, Paolo; Koopman, Siem Jan; Lit, Rutger |
| 2021 | Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors | Gorgi, Paolo; Koopman, Siem Jan; Schaumburg, Julia |
| 2022 | Maximum likelihood estimation for non-stationary location models with mixture of normal distributions | Blasques, Francisco; van Brummelen, Janneke; Gorgi, Paolo; Koopman, Siem Jan |
| 2023 | Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models | Armillotta, Mirko; Gorgi, Paolo |
| 2024 | A robust Beveridge-Nelson decomposition using a score-driven approach with an application | Blasques, Francisco; van Brummelen, Janneke; Gorgi, Paolo; Koopman, Siem Jan |
| 2024 | Robust multivariate observation-driven filtering for a common stochastic trend: Theory and application | Blasques, Francisco; van Brummelen, Janneke; Gorgi, Paolo; Koopman, Siem Jan |
