Authors: Creal, Drew

Citation: Creal, Drew, A survey of sequential monte carlo methods for economics and finance, Econometric reviews , 31(3), 2012, pp. 245-296

Authors: Creal, Drew Koopman, Siem Jan Zivot, Eric

Citation: Creal, Drew et al., Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter, Journal of applied econometrics , 25(4), 2010, pp. 695-719

Authors: Creal, Drew Koopman, Siem Jan Lucas, André

Citation: Creal, Drew et al., Generalized autoregressive score models with applications, Journal of applied econometrics , 28(5), 2013, pp. 777-795