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Details about Katarzyna Łasak

Workplace:Tinbergen Instituut (Tinbergen Institute), (more information at EDIRC)

Access statistics for papers by Katarzyna Łasak.

Last updated 2019-01-29. Update your information in the RePEc Author Service.

Short-id: pla301


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Working Papers

2015

  1. In-Sample Bounds for Time-Varying Parameters of Observation Driven Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  2. In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2016)

2014

  1. Fractional Cointegration Rank Estimation
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2013) Downloads View citations (1)

    See also Journal Article in Journal of Business & Economic Statistics (2015)
  2. On an Estimation Method for an Alternative Fractionally Cointegrated Model
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) Downloads

2008

  1. Likelihood based testing for no fractional cointegration
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2010)
  2. Maximum likelihood estimation of fractionally cointegrated systems
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (13)

Journal Articles

2016

  1. In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
    International Journal of Forecasting, 2016, 32, (3), 875-887 Downloads View citations (9)
    See also Working Paper (2015)

2015

  1. Fractional Cointegration Rank Estimation
    Journal of Business & Economic Statistics, 2015, 33, (2), 241-254 Downloads View citations (3)
    See also Working Paper (2014)

2010

  1. Likelihood based testing for no fractional cointegration
    Journal of Econometrics, 2010, 158, (1), 67-77 Downloads View citations (11)
    See also Working Paper (2008)
 
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