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  1. Banbura, Marta [Author] ; van Vlodrop, Andries [Other]

    Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean

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    [S.l.]: SSRN, [2018]

    Published in: Tinbergen Institute Discussion Paper 2018-025/IV

  2. van Vlodrop, Andries [Author] ; Lucas, Andre [Other]

    Estimation Risk and Shrinkage in Vast-Dimensional Fundamental Factor Models

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    [S.l.]: SSRN, [2019]

    Published in: Tinbergen Institute Discussion Paper 2018-099/III

  3. Blasques, Francisco [Author] ; Lucas, Andre [Other]; van Vlodrop, Andries [Other]

    Finite Sample Optimality of Score-Driven Volatility Models

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    [S.l.]: SSRN, [2017]

    Published in: Tinbergen Institute Discussion Paper 17-111/III

  6. Vlodrop, Andries C. van [Author]; Lucas, André [Author]

    Estimation risk and shrinkage in vast-dimensional fundamental factor models

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    Amsterdam, The Netherlands: Tinbergen Institute, [2018]

    Published in: Tinbergen Institute: Discussion paper ; 2018,99