High Dimensional Time-varying Parameter Vector Autoregressions
Quint Wiersma
- Research Master Defense
Quint Wiersma
Janneke van Brummelen
Anna Buijsman
Evgnenii Vladimirov
Francisco Blasques, Siem Jan Koopman , Siem Jan Koopman, Fransisco Blasques
Francisco Blasques, Siem Jan Koopman , Siem Jan Koopman, Francisco Blasques
Agnieszka Borowska , Agnieszka Borowska (Vrije Universiteit Amsterdam)
Ioulia Ossokina (Eindhoven University of Technology)
Catherine Doz (Paris School of Economics)
PhD Students
Dumitrescu Elena Ivona (Université Paris Nanterre, France)
James Hamilton (University of California at San Diego, United States)
James Hamilton (University of California San Diego, United States)
Amos Golan (American University, United States)
Yuya Sasaki (Vanderbilt University, United States)
Andreas Dzemski (Gothenburg University, Denmark)
Alessandra Luati (University of Bologna)
Remy Spliet (Erasmus University Rotterdam)
Chris Muris (Bristol University, United Kingdom)
Paolo Zaffaroni (Imperial College London)