Assistant Professor 
Department of Econometrics and Data Science

School of Business and Economics
Vrije Universiteit Amsterdam

Research interests

score-driven models, statistical inference of time series models, mixed-frequency data, forecasting economic and financial variables

Contact information

Email address: p.gorgi@vu.nl

Phone: +31205982054

Institutional webpage

https://research.vu.nl/en/persons/paolo-gorgi

Address

De Boelelaan 1105, 1081HV Amsterdam, The Netherlands

News

04-08-2020

Paper accepted for publication

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

Paper accepted for publication

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

09-09-2019

New working paper

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

12-03-2019

Paper accepted for publication

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

Paper accepted for publication

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

1 / 4

Please reload