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Vogler, J., Golosnoy, V. (2023). Unrestricted Maximum Likelihood Estimation of Multivariate Realized Volatility Models. European Journal of Operational Research 304(3): 1063-1074.
Liesenfeld, R., Richard, J.-F., Vogler, J. (2017): Likelihood-Based Inference and Prediction in Spatio-Temporal Panel Count Models for Urban Crimes. Journal of Applied Econometrics 32(3), 600–620.
Liesenfeld, R., Richard, J.-F., Vogler, J. (2016): Likelihood evaluation of high-dimensional spatial latent Gaussian models with non-Gaussian response variables. Advances in Econometrics 37, 35–77.
Mozharovskyi, P., Vogler, J. (2016): Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples. Economics Letters 148, 87–90.