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Personal profile

Personal information

Francisco Blasques is an assistant professor at the department of econometrics and operations research. He is also a fellow of the Tinbergen Institute.

Research

Econometrics, Statistics, Data Analysis

Teaching

Master and Bachelor Courses

VU University Amsterdam (2011-2016):

  • Advanced Econometrics
  • Econometrics 1
  • Introductory Econometrics
  • Introduction to Time Series
  • Mathematics
  • Macro and Financial Econometrics

Maastricht University (2008-2011):            

  • Quantitative Methods
  • Mathematical Statistics
  • Macroeconomics

 

PhD Thesis Supervision

  • 2015 - 2018 :  Marc Nientker
  • 2014 - 2017 :  Andries Vlodrop
  • 2013 - 2016 :  Paolo Gorgi
  • 2012 - 2015 :  Zhaokun Zhang
  • 2012 - 2015 :  Erkki Silde

Ancillary activities

No ancillary activities

Ancillary activities are updated daily

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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Research Output 2011 2018

  • 20 Working paper
  • 12 Article
  • 3 PhD Thesis - Research VU, graduation VU
  • 1 PhD Thesis - Research external, graduation external

A Stochastic Recurrence Equations Approach for Score Driven Correlation Models

Blasques, F., Lucas, A. & Silde, E. 2018 In : Econometric Reviews. 37, 2, p. 166-181

Research output: Contribution to journalArticle

Decomposition
Sufficiency
Rescaling
Maximum likelihood estimator
Asymptotic normality

Feasible invertibility conditions and maximum likelihood estimation for observation-driven models

Blasques, F., Gorgi, P., Koopman, S. J. & Wintenberger, O. Mar 2018 In : Electronic Journal of Statistics. 12, 1, p. 1019-1052 34 p.

Research output: Contribution to journalArticle

Open Access
Invertibility
Maximum Likelihood Estimation
Maximum Likelihood Estimator
Time Series Models
Misspecified Model

Missing Observations in Observation-Driven Time Series Models

Blasques Albergaria Amaral, F., Gorgi, P. & Koopman, S. J. 2018 013/III ed., Amsterdam: Tinbergen Institute, 39 p.(TI Discussion Paper Series; vol. 2018, no. 013/III)

Research output: Working paper

Penalized indirect inference

Blasques, F. & Duplinskiy, A. Jul 2018 In : Journal of Econometrics. 205, 1, p. 34-54 21 p.

Research output: Contribution to journalArticle

Indirect Inference
Estimator
Structural Model
Economics
General Equilibrium