Edit Profile (opens in new tab) van Brummelen, Janneke Co-Author Distance Author ID: van-brummelen.janneke Published as: van Brummelen, Janneke Documents Indexed: 2 Publications since 2022 Co-Authors: 4 Co-Authors with 2 Joint Publications 84 Co-Co-Authors Co-Authors 0 single-authored 2 Blasques, Francisco 2 Koopman, Siem Jan 1 Gorgi, Paolo 1 Lucas, André Serials 2 Journal of Econometrics Fields 2 Statistics (62-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 1 Publications have been cited 7 times in 7 Documents Cited by ▼ Year ▼ Maximum likelihood estimation for score-driven models. Zbl 07491163 Blasques, Francisco; van Brummelen, Janneke; Koopman, Siem Jan; Lucas, André 7 2022 Maximum likelihood estimation for score-driven models. Zbl 07491163 Blasques, Francisco; van Brummelen, Janneke; Koopman, Siem Jan; Lucas, André 7 2022 all cited Publications top 5 cited Publications all top 5 Cited by 14 Authors 2 Blasques, Francisco 2 Francq, Christian 2 Koopman, Siem Jan 2 Palumbo, Dario 1 Creal, Drew D. 1 Gorgi, Paolo 1 Hurn, Stan 1 Laurent, Sébastien-Yves 1 Lucas, André 1 Thiele, Stephen 1 Umlandt, Dennis 1 van Brummelen, Janneke 1 Zakoïan, Jean-Michel 1 Zamojski, Marcin Cited in 2 Serials 6 Journal of Econometrics 1 Econometric Theory Cited in 2 Fields 7 Statistics (62-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year