Research Output per year
Research Output per year
Personal profile
Personal information
Paolo Gorgi is an assistant professor at the department of Econometrics/OR of the Vrije Universiteit.
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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Research Output
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Beta–negative binomial auto-regressions for modelling integer-valued time series with extreme observations
Gorgi, P., 2020, In : Journal of the Royal Statistical Society. Series B: Statistical Methodology. 82, 5, p. 1325-1347 23 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects
Gorgi, P. & Koopman, S. J., 27 Jan 2020, III ed., Tinbergen Institute.Research output: Working paper › Academic
Open Access -
Missing observations in observation-driven time series models
Blasques, F., Gorgi, P. & Koopman, S. J., 2020, (Accepted/In press) In : Journal of Econometrics.Research output: Contribution to Journal › Article › Academic › peer-review
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Accelerating score-driven time series models
Blasques, F., Gorgi, P. & Koopman, S. J., 2019, In : Journal of Econometrics. 212, 2, p. 359-376 18 p.Research output: Contribution to Journal › Article › Academic › peer-review
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Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, P., Koopman, S. J. & Li, M., 2019, In : International Journal of Forecasting. 35, 4, p. 1735-1747 13 p.Research output: Contribution to Journal › Article › Academic › peer-review