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Score-driven stochastic seasonality of the Russian rouble : an application case study for the period of 1999 to 2020
Ayala, Astrid; Blazsek, Szabolcs; Licht, Adrian - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2179-2203
Persistent link: https://www.econbiz.de/10013197275
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Markov regime-switching Beta-t-EGARCH
Blazsek, Szabolcs; Ho, Han-Chiang - In: Applied economics 49 (2017) 47, pp. 4793-4805
Persistent link: https://www.econbiz.de/10011844797
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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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Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrián - In: Macroeconomic dynamics 28 (2024) 1, pp. 32-50
Persistent link: https://www.econbiz.de/10014465380
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Score-driven threshold ice-age models : benchmark models for long-run climate forecasts
Blazsek, Szabolcs; Escribano, Álvaro - In: Energy economics 118 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014247850