Artemova, M. (2025). An order-invariant score-driven dynamic factor model Journal of Econometrics, 251.
Mariia Artemova
University
Erasmus University Rotterdam
E-mail
Research field
Data Science and Econometrics
Interests
Econometrics, Financial Econometrics, Time Series Econometrics
Website
Biography
Mariia is an Assistant Professor at the Econometric Institute of Erasmus University Rotterdam. Mariia obtained her PhD in Econometrics from the Vrije Universiteit Amsterdam and Tinbergen Institute. Her research focuses on the development of econometric methods in the field of macro and financial econometrics.
Key publication
Publication
Artemova, M. (2025). An order-invariant score-driven dynamic factor model Journal of Econometrics, 251.