Janneke van Brummelen
Names
| first: |
Janneke |
| last: |
van Brummelen |
Identifer
Contact
Affiliations
-
Vrije Universiteit Amsterdam
/ School of Business and Economics
Research profile
author of:
- A robust Beveridge–Nelson decomposition using a score-driven approach with an application (RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000715)
by Blasques, F. & van Brummelen, J. & Gorgi, P. & Koopman, S.J. - Maximum likelihood estimation for score-driven models (RePEc:eee:econom:v:227:y:2022:i:2:p:325-346)
by Blasques, Francisco & van Brummelen, Janneke & Koopman, Siem Jan & Lucas, André - Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions (RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002919)
by Blasques, Francisco & van Brummelen, Janneke & Gorgi, Paolo & Koopman, Siem Jan