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Score-driven dynamic patent count panel data models
Blazsek, Szabolcs; Escribano, Álvaro - 2016
Persistent link: https://www.econbiz.de/10011541406
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Dynamic conditional score patent count panel data models
Blazsek, Szabolcs; Escribano, Álvaro - 2015
Persistent link: https://www.econbiz.de/10011522402
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Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2019
Persistent link: https://www.econbiz.de/10012100515
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Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk
Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro - 2019
Persistent link: https://www.econbiz.de/10012100535
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Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index
Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro - 2019
Persistent link: https://www.econbiz.de/10012100546
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Score-driven dynamic patent count panel data models
Blazsek, Szabolcs; Escribano, Álvaro - In: Economics letters 149 (2016), pp. 116-119
Persistent link: https://www.econbiz.de/10011620196
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Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2020
Persistent link: https://www.econbiz.de/10012221928
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Dynamic stochastic general equilibrium inference using a score-driven approach
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2020
Persistent link: https://www.econbiz.de/10012221929
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Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2019
Persistent link: https://www.econbiz.de/10012158760
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Seasonal quasi-vector autoregressive models for macroeconomic data
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2018
Persistent link: https://www.econbiz.de/10011799946