Contact
Estimated reproduction ratios in the SIR model
...
Canadian Journal of Statistics, 2021
Convolution-based filtering and forecasting: An application to WTI crude oil prices
...
Journal of Forecasting, 2021
Forecast performance and bubble analysis in noncausal MAR(1, 1) processes
...
Journal of Forecasting, 2021
Model risk management: Valuation and governance of pseudo-models
...
Econometrics and Statistics, 2021
Stationary bubble equilibria in rational expectation models
...
Journal of Econometrics, 2020
Identification and Estimation in Non-Fundamental Structural VARMA Models
...
Review of Economic Studies, 2020
Least impulse response estimator for stress test exercises
...
Journal of Banking and Finance, 2019
Model risk management: Limits and future of Bayesian approaches
...
Annals of Economics and Statistics, 2019
Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations
...
Econometrica, 2019