P Gorgi
Biographic Data
| ID | 8920958 |
|---|---|
| NAME | P Gorgi |
| GIVEN NAMES | P |
| FAMILY NAME | Gorgi |
| SIGNATURE | GORGI P |
| AFFILIATIONS | Vrije Universiteit Amsterdam |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2025 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Measuring Growth Spillovers
We propose a multilevel econometric model with time‐varying spillover parameters that disentangle within‐country from between‐country growth spillovers. Parameter estimation is carried out by the method of maximum likelihood. The finite‐sample properties of the resulting estimates are validated through a Monte Carlo study. We illustrate the model properties in an empirical application for six Latin American countries. The results show that our mu…
Conditional Score Residuals and Diagnostic Analysis of Serial Dependence in Time Series Models
This paper introduces conditional score residuals and proposes a general framework for the diagnostic analysis of time series models. Conditional score residuals encompass commonly used definitions of residuals in time series models, including ARMA residuals, squared residuals, and Pearson residuals. In particular, these residuals are special cases of conditional score residuals when the conditional distribution of the model belongs to the expone…
No prominent works on this page.
Conditional Score Residuals and Diagnostic Analysis of Serial Dependence in Time Series Models
This paper introduces conditional score residuals and proposes a general framework for the diagnostic analysis of time series models. Conditional score residuals encompass commonly used definitions of residuals in time series models, including ARMA residuals, squared residuals, and Pearson residuals. In particular, these residuals are special cases of conditional score residuals when the conditional distribution of the model belongs to the expone…
Measuring Growth Spillovers
We propose a multilevel econometric model with time‐varying spillover parameters that disentangle within‐country from between‐country growth spillovers. Parameter estimation is carried out by the method of maximum likelihood. The finite‐sample properties of the resulting estimates are validated through a Monte Carlo study. We illustrate the model properties in an empirical application for six Latin American countries. The results show that our mu…
Econometrics (2 works) · Biology (1 works) · Computer Science (1 works) · Economic Policies and Impacts (1 works) · Economics (1 works) · Energy, Environment, Economic Growth (1 works) · Financial Risk and Volatility Modeling (1 works) · Market Dynamics and Volatility (1 works) · Mathematics (1 works) · Monetary Policy and Economic Impact (1 works)