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mw. dr. K.A. (Katarzyna) Lasak

Faculteit Economie en Bedrijfskunde

  • Plantage Muidergracht 12
  • Postbus 15953
    1001 NL Amsterdam
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  • Publicaties



    • Lasak, K. A., Blasques, F., Koopman, S. J., & Lucas, A. (2016). In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models. International Journal of Forecasting, 32(3), 875-887.
    • Lasak, K. A., Blasques, F., Koopman, S. J., & Lucas, A. (2016). Rejoinder to the discussion “In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation-Driven Models”. International Journal of Forecasting, 32(3), 893–894.


    • Lasak, K. A., & Velasco, C. (2015). Fractional Cointegration Rank Estimation. Journal of Business & Economic Statistics, 33(2), 241-254.


    • Lasak, K. A. (2010). Likelihood based testing for no fractional cointegration. Journal of Econometrics, 158(1), 67-77.


    • Lasak, K. (2018). Grant from ”Instituut voor Interdisciplinaire Studies (UvA) for the “Development of new assessment methods”..


    • Lasak, K. (participant) (2017). Member of the admissions committee to the Tinbergen Institute Mphil programme. (other).


    • Lasak, K. A. (2007). Likelihood based analysis of fractionally cointegrated systems.


    • Lasak, K. A., & Carlini, F. (2018). Likelihood based inference for an Identifiable Fractional Vector Error Correction Model. Tinbergen Instiute Discussion Paper.


    • Lasak, K. A. (2008). Maximum likelihood estimation of fractionally cointegrated systems. (CREATES Research Papers; Vol. 2008-53).
    This list of publications is extracted from the UvA-Current Research Information System. Questions? Ask the library or the Pure staff of your faculty / institute. Log in to Pure to edit your publications. Log in to Personal Page Publication Selection tool to manage the visibility of your publications on this list.
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