Robust Observation-Driven Models Using Proximal-Parameter Updates
Dick van Dijk
- Econometrics Seminars and Workshop Series
Dick van Dijk
Vardan Avagyan (Erasmus University Rotterdam)
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
Ana Scekic (Erasmus University Rotterdam)
Nicolas Padilla (London Business School, United Kingdom) and Koen Pauwels (Northeastern University)
Johan Segers (Université catholique de Louvain, Belgium) and Umut Can (University of Amsterdam)
David Frazier (Monash University, Australia)
Katrijn Gielens (UNC Kenan Flagler, United States)
Sander Barendse (University of Amsterdam)
Michiel van Crombrugge (Erasmus University Rotterdam) and Dennis Herhausen (Vrije Universiteit Amsterdam)
Gijs Overgoor (University of Rochester) and Bill Rand (North Carolina State University, United States)
Marco Gregori
Toni Ahnert (ECB, Germany)
Michiel van Crombrugge
Nick Berente (University of Notre Dame, United States)