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Katarzyna Lasak
(Katarzyna Łasak)

This is information that was supplied by Katarzyna Lasak in registering through RePEc. If you are Katarzyna Lasak , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Katarzyna
Middle Name:
Last Name:Lasak
Suffix:
RePEc Short-ID:pla301
[This author has chosen not to make the email address public]
Amsterdam, Netherlands
http://www.feweb.vu.nl/ectrie/

: (020 59)86010
(020 59)86020
De Boelelaan 1105, 1081 HV Amsterdam
RePEc:edi:ectvunl (more details at EDIRC)
Amsterdam, Netherlands
http://www.tinbergen.nl/

: +31 (0)20 598 4580

Gustav Mahlerplein 117, 1082 MS Amsterdam
RePEc:edi:tinbenl (more details at EDIRC)
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  1. Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas, 2015. "In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models," Tinbergen Institute Discussion Papers 15-083/III, Tinbergen Institute.
  2. Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas, 2015. "In-Sample Bounds for Time-Varying Parameters of Observation Driven Models," Tinbergen Institute Discussion Papers 15-027/III, Tinbergen Institute, revised 07 Sep 2015.
  3. Federico Carlini & Katarzyna Lasak, 2014. "On an Estimation Method for an Alternative Fractionally Cointegrated Model," CREATES Research Papers 2014-15, Department of Economics and Business Economics, Aarhus University.
  4. Katarzyna Lasak & Carlos Velasco, 2013. "Fractional cointegration rank estimation," CREATES Research Papers 2013-08, Department of Economics and Business Economics, Aarhus University.
  5. Katarzyna Lasak, 2008. "Maximum likelihood estimation of fractionally cointegrated systems," CREATES Research Papers 2008-53, Department of Economics and Business Economics, Aarhus University.
  6. Katarzyna Lasak, 2008. "Likelihood based testing for no fractional cointegration," CREATES Research Papers 2008-52, Department of Economics and Business Economics, Aarhus University.
  1. Blasques, Francisco & Koopman, Siem Jan & Łasak, Katarzyna & Lucas, André, 2016. "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models," International Journal of Forecasting, Elsevier, vol. 32(3), pages 875-887.
  2. Katarzyna Łasak & Carlos Velasco, 2015. "Fractional Cointegration Rank Estimation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 241-254, April.
  3. Lasak, Katarzyna, 2010. "Likelihood based testing for no fractional cointegration," Journal of Econometrics, Elsevier, vol. 158(1), pages 67-77, September.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (9) 2008-09-29 2008-09-29 2014-05-09 2014-07-13 2014-11-22 2015-04-25 2015-04-25 2015-04-25 2015-07-18. Author is listed
  2. NEP-ECM: Econometrics (7) 2008-09-29 2008-09-29 2013-03-23 2014-03-01 2014-05-09 2015-04-25 2015-07-18. Author is listed
  3. NEP-ORE: Operations Research (4) 2008-09-29 2013-03-23 2014-03-01 2015-07-18. Author is listed
  4. NEP-FOR: Forecasting (1) 2015-07-18

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