​​Paolo Gorgi​

04-08-2020

The manuscript "BNB autoregressions for modeling integer-valued time series with extreme observations" has been accepted for publication in Journal of the Royal Statistical Society: Series B.

29-07-2020

The manuscript "Missing observations in observation-driven time series models" has been accepted for publication in Journal of Econometrics.

09-09-2019

A new working paper entitled "BNB autoregressions for modeling integer-valued time series with extreme observations" has appeared.

12-03-2019

The manuscript entitled "The analysis and forecasting of ATP tennis matches using a high-dimensional dynamic model" has been accepted for publication in the Journal of the Royal Statistical Society (series A).

12-03-2019

The manuscript entitled "Accelerating score-driven models" has been accepted for publication in Journal of Econometrics.

08-11-2018

The article entitled "Forecasting economic time series using score-driven dynamic models with mixed-data sampling" has been accepted for publication in International Journal of Forecasting.

12-07-2018

The manuscript entitled "DSGE Models with Observation-Driven Time-Varying parameters" has been accepted for publication in Economics Letters.

03-04-2018

A new working paper entitled "DSGE Models with Observation-Driven Time-Varying parameters" has appeared.

20-03-2018

A new working paper entitled "Forecasting economic time series using score-driven dynamic models with mixed data sampling" has appeared

14-03-2018

The manuscript entitled "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model" has been accepted for publication in Journal of Financial Econometrics.

02-03-2018

The paper entitled "Feasible invertibility conditions and maximum likelihood estimation for observation-driven models" has been accepted for publication in Electronic Journal of Statistics.

10-02-2018

​​​The new working paper "Missing Observations in Observation-Driven Time Series Models" has appeared

22-01-2018

​​The new working paper "The analysis and forecasting of ATP tennis matches using a high-dimensional dynamic model" has appeared

09-10-2017

The manuscript entitled "Integer-valued autoregressive models with survival probability driven by a stochastic recurrence equation" has been accepted for publication in Journal of Time Series Analysis.

04-08-2017

​The new working paper "Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting" has appeared

03-10-2016

The new working paper "Feasible invertibility conditions and maximum likelihood estimation for observation-driven models" has appeared

06-09-2016

The new working paper "Integer-valued autoregressive models with survival probability driven by a stochastic recurrence equation" has appeared