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Time varying Markov process with partially observed aggregate data: An application to coronavirus

Journal of econometrics, 2023-01, Vol.232 (1), p.35-51

2023

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The Wishart Autoregressive process of multivariate stochastic volatility

Journal of econometrics, 2009-06, Vol.150 (2), p.167-181

2009

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Stationary bubble equilibria in rational expectation models

Journal of econometrics, 2020-10, Vol.218 (2), p.714-735

2020

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Testing for Endogeneity of Covid-19 Patient Assignments

Journal of financial econometrics, 2022-11, Vol.20 (5), p.875-901

2022

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Dynamic quantile models

Journal of econometrics, 2008-11, Vol.147 (1), p.198-205

2008

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Structural Biology of RNA Polymerase III: Subcomplex C17/25 X-Ray Structure and 11 Subunit Enzyme Model

Molecular cell, 2006-07, Vol.23 (1), p.71-81

2006

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Granularity adjustment for default risk factor model with cohorts

Journal of banking & finance, 2012-05, Vol.36 (5), p.1464-1477

2012

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Genome-associated RNA Polymerase II Includes the Dissociable Rpb4/7 Subcomplex

The Journal of biological chemistry, 2008-09, Vol.283 (39), p.26423-26427

2008

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Structure of eukaryotic RNA polymerases

Annual review of biophysics, 2008-01, Vol.37 (1), p.337-352

2008

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The ordered qualitative model for credit rating transitions

Journal of empirical finance, 2008, Vol.15 (1), p.111-130

2008

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Heterogeneous INAR(1) model with application to car insurance

Insurance, mathematics & economics, 2004-04, Vol.34 (2), p.177-192

2004

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Autoregressive gamma processes

Journal of forecasting, 2006-03, Vol.25 (2), p.129-152

2006

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Multivariate Jacobi process with application to smooth transitions

Journal of econometrics, 2006-03, Vol.131 (1), p.475-505

2006

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Dynamic quantile models: Econometric modelling in finance and risk management

Journal of econometrics, 2008, Vol.147 (1), p.198-205

2008

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Stochastic volatility duration models

Journal of econometrics, 2004-04, Vol.119 (2), p.413-433

2004

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Structural Laplace Transform and Compound Autoregressive Models

Journal of time series analysis, 2006-07, Vol.27 (4), p.477-503

2006

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Memory and infrequent breaks

Economics letters, 2001, Vol.70 (1), p.29-41

2001

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Electromagnetic N→Δ transitions in the bag model including centre-of-mass corrections

Journal of physics. G, Nuclear and particle physics, 1990-11, Vol.16 (11), p.1607-1614

Jasiak, J

1990

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Finite Sample Limited Information Inference Methods for Structural Equations and Models With Generated Regressors

International economic review (Philadelphia), 2001-08, Vol.42 (3), p.815-844

2001

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First-Order Autoregressive Processes with Heterogeneous Persistence

Journal of time series analysis, 2003-05, Vol.24 (3), p.283-309

JASIAK, JOANN

2003

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Heterogenous INAR(1) model with application to car insurance

Insurance, mathematics & economics, 2004-04, Vol.34 (2), p.177

2004

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Electroweak properties of the nucleon in a fully relativistic baglike model

Il Nuovo cimento, A, 1990-12, Vol.103 (12), p.1761-1765

Jasiak, J.

1990

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GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model

Studies in Nonlinear Dynamics & Econometrics, 1998-01, Vol.2 (4), p.4

1998

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Nonlinear Autocorrelograms: an Application to Inter-Trade Durations

Journal of time series analysis, 2002-03, Vol.23 (2), p.127-154

2002

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State-space Models with Finite Dimensional Dependence

Journal of time series analysis, 2001-11, Vol.22 (6), p.665-678

2001

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Time varying Markov process with partially observed aggregate data: An application to coronavirus

The Wishart Autoregressive process of multivariate stochastic volatility

Stationary bubble equilibria in rational expectation models

Testing for Endogeneity of Covid-19 Patient Assignments

Dynamic quantile models

Structural Biology of RNA Polymerase III: Subcomplex C17/25 X-Ray Structure and 11 Subunit Enzyme Model

Granularity adjustment for default risk factor model with cohorts

Genome-associated RNA Polymerase II Includes the Dissociable Rpb4/7 Subcomplex

Structure of eukaryotic RNA polymerases

The ordered qualitative model for credit rating transitions

Heterogeneous INAR(1) model with application to car insurance

Autoregressive gamma processes

Multivariate Jacobi process with application to smooth transitions

Dynamic quantile models: Econometric modelling in finance and risk management

Stochastic volatility duration models

Structural Laplace Transform and Compound Autoregressive Models

Memory and infrequent breaks

Electromagnetic N→Δ transitions in the bag model including centre-of-mass corrections

Finite Sample Limited Information Inference Methods for Structural Equations and Models With Generated Regressors

First-Order Autoregressive Processes with Heterogeneous Persistence

Heterogenous INAR(1) model with application to car insurance

Electroweak properties of the nucleon in a fully relativistic baglike model

GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model

Nonlinear Autocorrelograms: an Application to Inter-Trade Durations

State-space Models with Finite Dimensional Dependence

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