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Details about Janneke van Brummelen

Workplace:School of Business and Economics, Vrije Universiteit Amsterdam (VU University Amsterdam), (more information at EDIRC)

Access statistics for papers by Janneke van Brummelen.

Last updated 2024-05-08. Update your information in the RePEc Author Service.

Short-id: pva1022


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Journal Articles

2024

  1. A robust Beveridge–Nelson decomposition using a score-driven approach with an application
    Economics Letters, 2024, 236, (C) Downloads
  2. Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions
    Journal of Econometrics, 2024, 238, (1) Downloads View citations (1)

2022

  1. Maximum likelihood estimation for score-driven models
    Journal of Econometrics, 2022, 227, (2), 325-346 Downloads View citations (16)
 
Page updated 2024-07-20