Blasques, F., Francq, C. and Laurent, S. (2024). Autoregressive conditional betas Journal of Econometrics, 238(2):1--22.
24 Key Publications
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Naghi, AndreaA., O'Neill, E. and Danielova Zaharieva, M. (2024). The benefits of forecasting inflation with machine learning: New evidence Journal of Applied Econometrics, :. -
Blasques, F., van Brummelen, J., Gorgi, P. and Koopman, S.J. (2024). Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions Journal of Econometrics, 238(1):1--22. -
De Vos, I. and Stauskas, O. (2024). Cross-section bootstrap for CCE regressions Journal of Econometrics, 240(1):1--20.