Paolo Gorgi

Available identifiers

zbMath Open gorgi.paoloMaRDI QIDQ1746550

List of research outcomes

Publication	Date of Publication	Type
The analysis and forecasting of tennis matches by using a high dimensional dynamic model	2025-01-22	Paper
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors	2025-01-16	Paper
Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models	2025-01-16	Paper
On the optimality of score-driven models	2024-11-13	Paper
A robust Beveridge-Nelson decomposition using a score-driven approach with an application	2024-05-07	Paper
Maximum likelihood estimation for non-stationary location models with mixture of normal distributions	2024-02-13	Paper
Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects	2023-11-17	Paper
Estimation of final standings in football competitions with a premature ending: the case of COVID-19	2023-07-03	Paper
Beta–Negative Binomial Auto-Regressions for Modelling Integer-Valued Time Series with Extreme Observations	2022-07-08	Paper
Missing observations in observation-driven time series models	2021-03-24	Paper
Accelerating score-driven time series models	2019-10-23	Paper
BNB autoregressions for modeling integer-valued time series with extreme observations	2019-09-06	Paper
DSGE models with observation-driven time-varying volatility	2018-10-08	Paper
Feasible invertibility conditions and maximum likelihood estimation for observation-driven models	2018-04-25	Paper
Integer-valued autoregressive models with survival probability driven by a stochastic recurrence equation	2018-03-09	Paper

Research outcomes over time

This page was built for person: Paolo Gorgi