Access Statistics for Janneke van Brummelen

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 robust Beveridge-Nelson decomposition using a score-driven approach with an application 0 1 5 5 0 1 9 9
Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application 1 2 5 5 3 5 7 7
Total Working Papers 1 3 10 10 3 6 16 16


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A robust Beveridge–Nelson decomposition using a score-driven approach with an application 0 0 1 1 0 2 7 8
Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions 0 0 2 3 0 2 9 17
Maximum likelihood estimation for score-driven models 0 2 2 11 0 4 7 42
Total Journal Articles 0 2 5 15 0 8 23 67


Statistics updated 2025-06-06