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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of econometrics"
~person:"Blasques, Francisco"
~subject:"Börsenkurs"
~subject:"Schätztheorie"
~subject:"Zustandsraummodell"
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Blasques, Francisco
Phillips, Peter C. B.
11
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8
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of econometrics
Discussion paper / Tinbergen Institute
15
Econometric reviews
2
International journal of forecasting
1
Tinbergen Institute Discussion Paper 14-029/III
1
Tinbergen Institute Discussion Paper 14-046/III
1
Tinbergen Institute Discussion Paper 15-009/III
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Tinbergen Institute Discussion Paper 2018-013/III
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Tinbergen Institute Discussion Paper 2021-098/III
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ECONIS (ZBW)
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Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
; …
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 405-417
Persistent link: https://www.econbiz.de/10011704989
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2
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
3
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
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