Robust Observation-Driven Models Using Proximal-Parameter Updates
Dick van Dijk
- Econometrics Seminars and Workshop Series
Dick van Dijk
Floris Holstege
Sukjin Han (University of Bristol, United Kingdom)
Simon Trimborn (University of Amsterdam)
Niels Marijnen
Johan Segers (Université catholique de Louvain, Belgium) and Umut Can (University of Amsterdam)
David Frazier (Monash University, Australia)
Sander Barendse (University of Amsterdam)
Luuk van Maasakkers
Yoshiyasu Rai (University of Mannheim, Germany)
Bertille Antoine (Simon Fraser University, Canada)
Abhishek Ananth (Cornell University, United States)
Denis Kojevnikov (Tilburg University)
Nestor Parolya (TU Delft)
Juan Carlos Escanciano (Universidad Carlos III de Madrid, Spain)
Lucia Foster and Catherine Buffington (US Census); Ryan Decker (Federal Reserve Board)
Mika Meitz (University of Helsinki, Finland)
Davide La Vecchia (Geneva School of Economics and Management, Switzerland)
Yacine Ait-Sahalia (Princeton University, United States)
Warren B. Powel (Princeton University, United States)