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Dynamic nonparametric clustering of multivariate panel data. (2023). Schwaab, Bernd ; Schaumburg, Julia ; Lucas, Andre ; Joao, Igor Custodio.
In: Working Paper Series.
RePEc:ecb:ecbwps:20232780.

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  1. Consistency, distributional convergence, and optimality of score-driven filters. (2023). Lucas, Andre ; Lin, Yicong ; Beutner, Eric A.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20230051.

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