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Publications by Lourens J. Waldorp
A Tutorial on Estimating Time-Varying Vector Autoregressive Models
Multivariate Behavioral Research
Arts
Statistics
Probability
Cognitive Psychology
Humanities
Medicine
Experimental
The Gaussian Graphical Model in Cross-Sectional and Time-Series Data
Multivariate Behavioral Research
Arts
Statistics
Probability
Cognitive Psychology
Humanities
Medicine
Experimental
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Wavelet Based Time-Varying Vector Autoregressive Modelling
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Estimating Overidentified, Nonrecursive, Time-Varying Coefficients Structural Vector Autoregressions
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Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models
SSRN Electronic Journal
Estimating Deterministically Time-Varying Variances in Regression Models
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Forecasting With Global Vector Autoregressive Models: A Bayesian Approach
Journal of Applied Econometrics
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The Macroeconomic Forecasting Performance of Autoregressive Models With Alternative Specifications of Time-Varying Volatility
Working paper (Federal Reserve Bank of Cleveland)
Sparse Vector Markov Switching Autoregressive Models. Application to Multivariate Time Series of Temperature
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Root Tracking Using Time-Varying Autoregressive Moving Average Models and Sigma-Point Kalman Filters
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Hardware
Electronic Engineering
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Continuous-Discrete Observers for Time-Varying Nonlinear Systems: A Tutorial on Recent Results
