Research output per year
Research output per year
Personal profile
Personal information
Paolo Gorgi is Associate Professor at the department of Econometrics and Data Science of the Vrije Universiteit Amsterdam.
Research
His main research interests are:
- Score-driven time series models
- Stochastic processes
- Forecasting economic variables
- Statistical inference in non-linear dynamic models
Ancillary activities
No ancillary activities
Ancillary activities are updated daily
Academic qualification
PhD, Joint degree University of Padova & Vrije Universiteit Amsterdam
1 Jan 2014 → 27 Feb 2017
Award Date: 27 Feb 2017
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Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions
Blasques, F., van Brummelen, J., Gorgi, P. & Koopman, S. J., 6 Jan 2022, III ed., Tinbergen Institute.Research output: Working paper / Preprint › Working paper › Professional
Open Access -
Conditional Score Residuals and Diagnostic Analysis of Serial Dependence in Time Series Models
Blasques, F., Gorgi, P. & Koopman, S. J., 18 Nov 2021, III ed., Tinbergen Institute, (TI Discussion Paper Series).Research output: Working paper / Preprint › Working paper › Professional
Open Access -
Estimation of final standings in football competitions with a premature ending: the case of COVID-19
Gorgi, P., Koopman, S. J. & Lit, R., 2021, (E-pub ahead of print) In: AStA Advances in Statistical Analysis.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Missing observations in observation-driven time series models
Blasques, F., Gorgi, P. & Koopman, S. J., Apr 2021, In: Journal of Econometrics. 221, 2, p. 542-568 27 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open AccessFile170 Downloads (Pure) -
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors
Koopman, S. J., Gorgi, P. & Schaumburg, J., 28 Jun 2021, Tinbergen Institute.Research output: Working paper / Preprint › Working paper › Professional
Open Access