New Book Chapter on Generalized Linear Spectral Models for Locally Stationary Processes
In celebration of Masanobu Taniguchi’s 70th birthday, this book brings together advancements in statistical inference for time series and related
Tag: alessandra luati
New Paper on a robust score-driven filter for multivariate time series published on Econometrics Review
Our Paper titled “A robust score-driven filter for multivariate time series” has been accepted for publication on Econometrics Review. In