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Adrián Licht · Study

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Adrián Licht

4 works· latest 2022· 1 institutionscluster: provisional

h-index4

i104

Citations61

Works here4

19

20

21

22

Most cited in this library

Dynamic conditional score models: a review of their applications2019 · 18 citations
Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate2021 · 16 citations
Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility2022 · 16 citations
Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models2020 · 11 citations

Works

4 shown

Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility

Studies in Nonlinear Dynamics and Econometrics·2022·3 authors

16citations

Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate

Macroeconomic Dynamics·2021·3 authors·Open access

16citations

Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models

Journal of Econometric Methods·2020·3 authors

11citations

Dynamic conditional score models: a review of their applications

Applied Economics·2019·2 authors

18citations