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. 2017-05

by Sebastien Blesse, Pierre C. Boyer, Friedrich Heinemann, Eckhard Janeba and Anasuya Raj

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”

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Consistent Pseudo-Maximum Likelihood Estimators

Statistical Inference for Independent Component Analysis: Application to Structural VAR Models

Identification and Estimation in Non-Fundamental Structural VARMA Models

Composite Indirect Inference with Application

Regulatory arbitrage and the efficiency of banking regulation

Intégration européenne et politiques du marché du travail : Quel consensus entre parlementaires français et allemands ?

The Evolution of Within- and Cross-Country Differences in the Transition to Adulthood: A New Perspective

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