Katarzyna Łasak
Names
| first: | Katarzyna |
| last: | Łasak |
Identifer
| RePEc Short-ID: | pla301 |
Contact
Affiliations
-
Tinbergen Instituut
- EDIRC entry
- location:
Research profile
author of:
- Likelihood based testing for no fractional cointegration (RePEc:aah:create:2008-52)
by Katarzyna Lasak - Maximum likelihood estimation of fractionally cointegrated systems (RePEc:aah:create:2008-53)
by Katarzyna Lasak - Fractional cointegration rank estimation (RePEc:aah:create:2013-08)
by Katarzyna Lasak & Carlos Velasco - On an Estimation Method for an Alternative Fractionally Cointegrated Model (RePEc:aah:create:2014-15)
by Federico Carlini & Katarzyna Lasak - Likelihood based testing for no fractional cointegration (RePEc:eee:econom:v:158:y:2010:i:1:p:67-77)
by Lasak, Katarzyna - In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models (RePEc:eee:intfor:v:32:y:2016:i:3:p:875-887)
by Blasques, Francisco & Koopman, Siem Jan & Łasak, Katarzyna & Lucas, André - Observation Driven Long Run Equilibria (RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09903-0)
by Katarzyna Łasak & Johannes Lont - Fractional Cointegration Rank Estimation (RePEc:taf:jnlbes:v:33:y:2015:i:2:p:241-254)
by Katarzyna Łasak & Carlos Velasco - Spurious multivariate regressions under fractionally integrated processes (RePEc:taf:lstaxx:v:51:y:2022:i:7:p:2034-2056)
by Daniel Ventosa-Santaulària & J. Eduardo Vera-Valdés & Katarzyna Łasak & Ricardo Ramírez-Vargas - Fractional Cointegration Rank Estimation (RePEc:tin:wpaper:20140021)
by Katarzyna Lasak & Carlos Velasco - On an Estimation Method for an Alternative Fractionally Cointegrated Model (RePEc:tin:wpaper:20140052)
by Federico Carlini & Katarzyna Lasak - In-Sample Bounds for Time-Varying Parameters of Observation Driven Models (RePEc:tin:wpaper:20150027)
by Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas - In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models (RePEc:tin:wpaper:20150083)
by Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas - Likelihood based inference for an Identifiable Fractional Vector Error Correction Model (RePEc:tin:wpaper:20180085)
by Federico Carlini & Katarzyna (K.A.) Lasak