Name: Alessandra Luati (Imperial College London): “Inference in Time-Varying Parameter Models”
Start: 2025-04-07T00:00:00+02:00
End: 2025-04-07T23:59:59+02:00

CREST Working Papers Series No. 2017-18

by Xavier D’Haultfoeuille, Isis Durrmeyer and Philippe Février

Working Papers

Alessandra Luati (Imperial College London): “Inference in Time-Varying Parameter Models”

Alessandra LUATI ( Imperial College) “Unobserved Component Models, Approximate Filters and Dynamic Adaptive Mixture Models”

Mattheo BARIGOZZI (Università di Bologna) “Score-Driven High-Dimensional Approximate Dynamic Factor Models: Estimation and Inference”

Alessandra Luati (Imperial College London): “Inference in Time-Varying Parameter Models”

Working Papers

Towards the study of least squares Estimators with convex penalty

Optimal Kullback-Leibler Aggregation in Mixture Estimation by Maximum Likelihood

Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent

User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient

Estimating linear functionals of a sparse family of Poisson means Price Discrimination

Automobile Prices in Market Equilibrium with Unobserved Price Discrimination

Why are inflation forecasts sticky?

Some doubts about the economic analysis of the flow of silver to China in 1550-1820

An Equilibrium Model of the Market for Bitcoin Mining

Fiscal federalism in a monetary union: the cooperation pitfall

Latest News

Upcoming Events & Seminars

Announcements