Paolo Gorgi

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Conditional Score Residuals and Diagnostic Analysis of Serial Dependence in Time Series Models Journal of Business and Economic Statistics	2026-04-17	Paper
Score-driven time-varying parameter models with spline-based densities Statistics and Computing	2026-03-31	Paper
The analysis and forecasting of tennis matches by using a high dimensional dynamic model Journal of the Royal Statistical Society. Series A. Statistics in Society	2025-01-22	Paper
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors Journal of Econometrics	2025-01-16	Paper
Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models Journal of Econometrics	2025-01-16	Paper
On the optimality of score-driven models Biometrika	2024-11-13	Paper
A robust Beveridge-Nelson decomposition using a score-driven approach with an application Economics Letters	2024-05-07	Paper
Maximum likelihood estimation for non-stationary location models with mixture of normal distributions Journal of Econometrics	2024-02-13	Paper
Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects Journal of Econometrics	2023-11-17	Paper
Estimation of final standings in football competitions with a premature ending: the case of COVID-19 AStA. Advances in Statistical Analysis	2023-07-03	Paper
Beta–Negative Binomial Auto-Regressions for Modelling Integer-Valued Time Series with Extreme Observations Journal of the Royal Statistical Society Series B: Statistical Methodology	2022-07-08	Paper
Missing observations in observation-driven time series models Journal of Econometrics	2021-03-24	Paper
Accelerating score-driven time series models Journal of Econometrics	2019-10-23	Paper
BNB autoregressions for modeling integer-valued time series with extreme observations (available as arXiv preprint)	2019-09-06	Paper
DSGE models with observation-driven time-varying volatility Economics Letters	2018-10-08	Paper
Feasible invertibility conditions and maximum likelihood estimation for observation-driven models Electronic Journal of Statistics	2018-04-25	Paper
Feasible invertibility conditions and maximum likelihood estimation for observation-driven models Electronic Journal of Statistics	2018-04-25	Paper
Integer-valued autoregressive models with survival probability driven by a stochastic recurrence equation Journal of Time Series Analysis	2018-03-09	Paper
Integer-valued autoregressive models with survival probability driven by a stochastic recurrence equation Journal of Time Series Analysis	2018-03-09	Paper

Research outcomes over time

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