Associate Professor in Econometrics and Data Science at Vrije Universiteit Amsterdam
Partner at ACMetric
Research Fellow at Tinbergen Institute
Research interests
score-driven models, statistical inference of time series models, mixed-frequency data, forecasting economic and financial variables
Contact information
Phone: +31205982054
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.
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