Details about Janneke van Brummelen
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
Journal Articles
2024
- A robust Beveridge–Nelson decomposition using a score-driven approach with an application
Economics Letters, 2024, 236, (C)
- Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions
Journal of Econometrics, 2024, 238, (1) View citations (1)
2022
- Maximum likelihood estimation for score-driven models
Journal of Econometrics, 2022, 227, (2), 325-346 View citations (16)