loader image
Dr. Jan Vogler
Scientific assistant

Room

GD 03/629

Office hours:

By arrangement

ROOM

GD 03/629

Office Hours

By arrangement

Publications

Filter options:

Publikationsarten
2023

Vogler, J., Golosnoy, V. (2023). Unrestricted Maximum Likelihood Estimation of Multivariate Realized Volatility Models. European Journal of Operational Research 304(3): 1063-1074.

2017

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.

2016

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.

2016

Mozharovskyi, P., Vogler, J. (2016): Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples. Economics Letters 148, 87–90.