Access Statistics for Francisco A. A. Blasques

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Class of Robust Observation-Driven Models 0 1 1 49 0 1 3 49
A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model” 0 0 0 18 0 1 2 25
A Stochastic Recurrence Equation Approach to Stationarity and phi-Mixing of a Class of Nonlinear ARCH Models 0 0 0 111 0 0 3 72
A Time-Varying Parameter Model for Local Explosions 0 0 0 69 0 0 2 114
A dynamic network model of the unsecured interbank lending market 0 0 0 74 1 1 4 201
A dynamic network model of the unsecured interbank lending market 0 0 3 86 0 1 9 319
Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting 0 0 0 40 2 2 5 67
Dynamic Factor Models with Clustered Loadings: Forecasting Education Flows using Unemployment Data 0 0 1 19 0 0 4 60
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 15 0 1 2 41
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 2 0 0 2 24
Finite Sample Optimality of Score-Driven Volatility Models 0 0 0 49 0 0 1 52
Forecasting in a changing world: from the great recession to the COVID-19 pandemic 1 1 2 92 1 3 10 130
In-Sample Bounds for Time-Varying Parameters of Observation Driven Models 0 0 0 15 0 0 1 54
In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models 0 0 0 61 0 0 1 64
Information Theoretic Optimality of Observation Driven Time Series Models 0 0 1 47 0 0 3 93
Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models 0 0 0 51 0 0 1 94
Maximum Likelihood Estimation for Score-Driven Models 0 0 1 59 0 0 3 186
Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties 0 0 2 51 0 0 3 116
Missing Observations in Observation-Driven Time Series Models 0 0 0 46 1 1 2 80
On the Phase Dependence in Time-Varying Correlations Between Time-Series 0 0 0 62 0 0 2 58
Optimal Formulations for Nonlinear Autoregressive Processes 0 0 1 53 1 1 4 101
Penalized Indirect Inference 0 0 0 42 0 2 8 79
Smooth Transition Spatial Autoregressive Models 0 0 1 111 0 2 7 111
Solution-Driven Specification of DSGE Models 0 0 1 82 0 0 3 81
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 0 0 68 0 0 5 117
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 2 49 0 0 5 149
Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models 0 0 0 7 0 0 1 59
Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes 0 0 2 60 0 0 5 131
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 0 0 0 34 1 1 3 57
Time Varying Transition Probabilities for Markov Regime Switching Models 0 0 1 129 1 1 13 448
Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean 0 0 1 27 0 1 5 90
Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros 0 0 0 13 0 1 4 72
Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros 0 0 0 12 0 2 6 48
Total Working Papers 1 2 20 1,703 8 22 132 3,442
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic network model of the unsecured interbank lending market 0 0 1 28 1 1 5 191
A stochastic recurrence equations approach for score driven correlation models 0 0 0 1 1 1 2 13
Accelerating score-driven time series models 0 0 4 20 1 2 8 89
Amendments and Corrections 0 0 0 1 0 0 1 10
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models 0 0 4 30 0 0 10 98
Information-theoretic optimality of observation-driven time series models for continuous responses 0 0 2 22 0 0 5 64
Missing observations in observation-driven time series models 0 0 0 6 0 1 3 23
Nonlinear autoregressive models with optimality properties 0 0 0 2 1 1 2 15
Penalized indirect inference 0 0 0 7 0 0 2 38
Semiparametric score driven volatility models 0 0 1 24 0 0 3 83
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 4 43 0 1 18 164
TRANSFORMED POLYNOMIALS FOR NONLINEAR AUTOREGRESSIVE MODELS OF THE CONDITIONAL MEAN 0 0 0 3 1 1 4 28
Time-Varying Transition Probabilities for Markov Regime Switching Models 0 0 1 13 2 3 7 52
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data 0 0 1 33 1 1 5 147
Total Journal Articles 0 0 18 233 8 12 75 1,015

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03