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Publications by Andrr Lucas

Accounting for Missing Values in Score-Driven Time-Varying Parameter Models

SSRN Electronic Journal

English

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Predicting Time-Varying Parameters With Parameter-Driven and Observation-Driven Models

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Large Hybrid Time-Varying Parameter VARs

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Stochastic Model Specification Search for Time-Varying Parameter VARs

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Time Varying Dimension Models

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Activity Driven Modeling of Time Varying Networks

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Mixed-Effects Joint Models With Skew-Normal Distribution for HIV Dynamic Response With Missing and Mismeasured Time-Varying Covariate

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Stability Results for Continuous and Discrete Time Linear Parameter Varying Systems

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Time-Varying Transition Probabilities for Markov Regime Switching Models

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Finding Optimal Parameter Values of Adaptive Models of Time Series Using Prediction by Genetic Algorithm

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