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Recent News

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March 2017

The paper "Penalized Indirect Inference" with Artem Duplinskiy is accepted for publication in the Journal of Econometrics

October 2016

The article "Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models" with Paolo Gorgi, Siem Jan Koopman and Olivier Wintenberger is now available as a TI Discussion paper.

August 2016

The article "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models" with Siem Jan Koopman, Andre Lucas and Julia Schaumburg, is now forthcoming in the Journal of Econometrics.
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Francisco Blasques

VU University Amsterdam
Tinbergen Institute


Tel: +31 205 985 621
Office number: 11A-91
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Address:   VU University Amsterdam - FEWEB
                Department of Econometrics and Operations Research
                De Boelelaan 1105,   NL-1081HV Amsterdam,   The Netherlands