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F

Francisco Blasques

a vrije universiteit amsterdam, amsterdam, the netherlands

14H指数
101论文数
747被引数
收录论文 12
发表时间
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Conditional Score Residuals and Diagnostic Analysis of Serial Dependence in Time Series Models条件得分残差及时间序列模型中序列依赖的诊断分析
errJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
err2025-02-27
err0
errOAAI
errF. Blasques; P. Gorgi; S. J. Koopman
err分享
err收藏
Autoregressive conditional betas
errJOURNAL OF ECONOMETRICS
IF4
err2024-01-01
err1
errOAAI
errBlasques, F.; Francq, Christian; Laurent, Sebastien
err分享
err收藏
Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions
errJOURNAL OF ECONOMETRICS
IF4
err2024-01-01
err3
errOAAI
errBlasques, Francisco; van Brummelen, Janneke; Gorgi, Paolo; Koopman, Siem Jan
err分享
err收藏
Quasi score-driven models
errJOURNAL OF ECONOMETRICS
IF4
err2023-05-01
err5
errOAAI
errBlasques, F.; Francq, Christian; Laurent, Sebastien
err分享
err收藏
Maximum likelihood estimation for score-driven models分数驱动模型的最大似然估计
errJOURNAL OF ECONOMETRICS
IF4
err2022-04-01
err38
errOAAI
errBlasques, Francisco; van Brummelen, Janneke; Koopman, Siem Jan; Lucas, Andre
err分享
err收藏
A time-varying parameter model for local explosions
errJOURNAL OF ECONOMETRICS
IF4
err2022-03-01
err5
errOAAI
errBlasques, Francisco; Koopman, Siem Jan; Nientker, Marc
err分享
err收藏
Missing observations in observation-driven time series models
errJOURNAL OF ECONOMETRICS
IF4
err2021-04-01
err3
errOAAI
errBlasques, F.; Gorgi, P.; Koopman, S. J.
err分享
err收藏
Accelerating score-driven time series models
errJOURNAL OF ECONOMETRICS
IF4
err2019-10-01
err5
errOAAI
errBlasques, F.; Gorgi, P.; Koopman, S. J.
err分享
err收藏
Spillover dynamics for systemic risk measurement using spatial financial time series models
errJOURNAL OF ECONOMETRICS
IF4
err2016-12-01
err83
errOAAI
errBlasques, Francisco; Koopman, Siem Jan; Lucas, Andre; Schaumburg, Julia
err分享
err收藏
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
errJOURNAL OF ECONOMETRICS
IF4
err2016-08-01
err15
PREAI
errBlasques, F.; Koopman, S. J.; Mallee, M.; Zhang, Z.
err分享
err收藏
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2016-07-01
err27
errOAAI
errBlasques, Francisco; Koopman, Siem Jan; Lasak, Katarzyna; Lucas, Andre
err分享
err收藏
Rejoinder to the discussion In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation-Driven Models
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2016-07-01
err0
PREAI
errBlasques, Francisco; Koopman, Siem Jan; Lasak, Katarzyna; Lucas, Andre
err分享
err收藏

研究方向

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合作学者
合作期刊
S
Siem Jan Koopman
H 指数: 60 · 论文数: 477
A
André Lucas
H 指数: 43 · 论文数: 416
S
Sébastien Laurent
H 指数: 31 · 论文数: 285
C
Christian Francq
H 指数: 29 · 论文数: 192
J
J. van Brummelen
H 指数: 10 · 论文数: 46
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