| In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models F Blasques, SJ Koopman, K Łasak, A Lucas International Journal of Forecasting 32 (3), 875-887, 2016 | 54 | 2016 |
| Likelihood based testing for no fractional cointegration K Łasak Journal of Econometrics 158 (1), 67-77, 2010 | 41 | 2010 |
| Maximum likelihood estimation of fractionally cointegrated systems K Łasak CREATES Research Paper 53, 2008 | 18 | 2008 |
| Fractional cointegration rank estimation K Łasak, C Velasco Journal of Business & Economic Statistics 33 (2), 241-254, 2015 | 14 | 2015 |
| Spurious multivariate regressions under fractionally integrated processes D Ventosa-Santaulària, JE Vera-Valdés, K Łasak, R Ramírez-Vargas Communications in Statistics-Theory and Methods 51 (7), 2034-2056, 2022 | 1 | 2022 |
| Observation Driven Long Run Equilibria K Łasak, J Lont Computational Economics 55 (2), 551-575, 2020 | | 2020 |
| Likelihood based inference for an Identifiable Fractional Vector Error Correction Model F Carlini, K Lasak Tinbergen Institute Discussion Paper 2018-085/III, 2018 | | 2018 |
| Rejoinder to the discussion" In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation-Driven Models" F Blasques, SJ Koopman, KA Lasak, A Lucas International Journal of Forecasting 32 (3), 893-894, 2016 | | 2016 |
| In-Sample Bounds for Time-Varying Parameters of Observation Driven Models F Blasques, SJ Koopman, K Lasak, A Lucas Tinbergen Institute Discussion Paper 15-027/III, 2015 | | 2015 |
| On an Estimation Method for an Alternative Fractionally Cointegrated Model F Carlini, K Lasak Tinbergen Institute Discussion Paper 14-052/III, 2014 | | 2014 |
| VU Research Portal KA Lasak | | 2007 |
| Likelihood analysis of fractionally cointegrated systems K Łasak | | 2007 |
| On Spurious Regression of Stationary, Fractionally Integrated Processes with Long Memory: Theoretical Analysis and Monte Carlo Study K Lasak | | 2003 |
| Spurious multivariate regressions under fractionally integrated processes K Łasak, D Ventosa-Santaularia, RR Vargas, E Vera-Valdés | | |
| Anew ESTIMATION METHOD OF A FRACTIONAL COINTEGRATED MODEL F Carlini, K Łasak I would like to thank my parents for all their efforts, love and helps they …, 0 | | |
| CREATES Research Paper 2008-53 K Lasak | | |
Andre LucasVrije Universiteit Amsterdam and Tinbergen InstituteVerified email at vu.nl
