(with Dick van Dijk), Journal of Applied Econometrics, Forthcoming
(with Michel van der Wel), Journal of Business & Economic Statistics, 43(2) p298-311
(with Dick van Dijk and Philip Hans Franses), Journal of Money, Credit & Banking, Forthcoming
R&R Journal of Applied Econometrics.
Time-Varying Predictability in Supervised PCA Methods
(with Laurent Ferrara and Dick van Dijk)
Forecasting Using a Supervised Collapsed Dynamic Factor Model
(with Sam van Meer and Dick van Dijk)