Robust Observation-Driven Models Using Proximal-Parameter Updates
Dick van Dijk
- Econometrics Seminars and Workshop Series
Dick van Dijk
Floris Holstege
Farzad Saidi (University of Bonn, Germany)
Sukjin Han (University of Bristol, United Kingdom)
Carlo Altavilla (ECB, Germany)
Simon Trimborn (University of Amsterdam)
Niels Marijnen
David Frazier (Monash University, Australia)
Sander Barendse (University of Amsterdam)
Toni Ahnert (ECB, Germany)
Nick Berente (University of Notre Dame, United States)
Steven Ongena (University of Zurich, Switzerland)
Yoshiyasu Rai (University of Mannheim, Germany)
Bertille Antoine (Simon Fraser University, Canada)
Peter Bossaerts (University of Melbourne, Australia and Cambridge University, United Kingdom)
Abhishek Ananth (Cornell University, United States)
Denis Kojevnikov (Tilburg University)
Esmée Zwiers (Princeton University, United States)
Sebastian Doerr (Bank for International Settlements)
Nestor Parolya (TU Delft)