Research output per year
Research output per year
- 5 results
Search results
-
2023
A Multilevel Factor Model for Economic Activity with Observation-Driven Dynamic Factors
Artemova, M., Blasques, F. & Koopman, S. J., 20 Apr 2023, Tinbergen Institute, (Tinbergen Discussion Papers; no. 23-021/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access -
An Order-Invariant Score-Driven Dynamic Factor Model
Artemova, M., 2023, Tinbergen Institute, (TI Discussion Paper Series; vol. 23-067/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access -
2022
Score-Driven Models: Methodology and Theory
Artemova, M., Blasques, F., van Brummelen, J. & Koopman, S. J., 19 Oct 2022, Oxford Research Encyclopedia of Economics and Finance. Living ed. Oxford University Press, p. 1-33 33 p.Research output: Chapter in Book / Report / Conference proceeding › Entry for encyclopedia/dictionary › Academic › peer-review
Open AccessFile35 Downloads (Pure) -
Score-Driven Models: Methods and Applications
Artemova, M., Blasques, F., van Brummelen, J. & Koopman, S. J., 15 Aug 2022, Oxford Research Encyclopedia of Economics and Finance. Living ed. Oxford University PressResearch output: Chapter in Book / Report / Conference proceeding › Entry for encyclopedia/dictionary › Academic › peer-review
File36 Downloads (Pure) -
2021
Forecasting in a changing world: from the great recession to the COVID-19 pandemic
Artemova, M., Blasques, F., Koopman, S. J. & Zhang, Z., 14 Jan 2021, 006/III ed., Tinbergen Instituut, (TI discussion paper series; no. 21-006/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access