28 PhD Theses

• 867 - Studies in Observation-Driven Time Series Models: Theory, Methods, and Applications

  Author: Mariia Artemova

  Supervisors: Francisco Blasques, Siem Jan Koopman

  Defense date: March 24, 2025

  University: Vrije Universiteit Amsterdam

• 859 - Dynamic Clustering Methods in Panel Data

  Author: Igor Custodio Joao

  Supervisors: Andre Lucas, Julia Schaumburg

  Defense date: December 09, 2024

  University: Vrije Universiteit Amsterdam

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• 857 - Robust Inference in Instrumental Variable Models

  Author: Jens Klooster

  Supervisors: Chen Zhou, Mikhail Zhelonkin

  Defense date: January 24, 2025

  University: Erasmus University Rotterdam

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• 855 - On Asymmetries and Heterogeneities in Economic Modelling and Forecasting

  Author: Daan Opschoor

  Supervisors: Dick van Dijk, Philip Hans Franses

  Defense date: January 30, 2025

  University: Erasmus University Rotterdam

• 853 - Policy, Pricing and Prediction: Investigating Shock Dynamics, Equity Risk and Machine Learning

  Author: Terri van der Zwan

  Supervisors: Michel van der Wel, Erik Kole

  Defense date: December 11, 2024

  University: Erasmus University Rotterdam

• 847 - Advances in Panel and Network Econometrics

  Author: Gabriela Miyazato Szini

  Supervisors: Arturas Juodis, Frank Kleibergen

  Defense date: June 07, 2024

  University: University of Amsterdam

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• 843 - Essays in Causal Inference with Panel Data

  Author: Timo Schenk

  Supervisors: Frank Kleibergen, Andreas Pick

  Defense date: June 07, 2024

  University: University of Amsterdam

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• 840 - Dynamic Models for Multi-Dimensional Time Series

  Author: Quint Wiersma

  Supervisors: Siem Jan Koopman, Julia Schaumburg

  Defense date: April 18, 2024

  University: Vrije Universiteit Amsterdam

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• 836 - Signal Extraction by the Extremum Monte Carlo Method

  Author: Karim Moussa

  Supervisors: Francisco Blasques, Siem Jan Koopman

  Defense date: April 08, 2024

  University: Vrije Universiteit Amsterdam

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• 836 - Signal Extraction by the Extremum Monte Carlo Method

  Author: Karim Moussa

  Supervisors: Francisco Blasques, Siem Jan Koopman

  Defense date: April 08, 2024

  University: Vrije Universiteit Amsterdam

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• 834 - Essays on the Econometrics of Option Pricing

  Author: Evgenii Vladimirov

  Supervisors: Peter Boswijk, Roger Laeven

  Defense date: February 16, 2024

  University: University of Amsterdam

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• 827 - On Dynamic Models: Optimization-Based Methods and Practical Applications

  Author: Bram van Os

  Supervisors: Dick van Dijk, Rutger-Jan Lange

  Defense date: November 09, 2023

  University: Erasmus University Rotterdam

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• 825 - On the estimation of parameters in observation-driven time series models

  Author: Janneke van Brummelen

  Supervisors: Francisco Blasques, Paolo Gorgi, Siem Jan Koopman

  Defense date: October 18, 2023

  University: Vrije Universiteit Amsterdam

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• 819 - Panel data model for socioeconomic studies in crime and education

  Author: Ilka van de Werve

  Supervisors: Francisco Blasques, Siem Jan Koopman

  Defense date: September 18, 2023

  University: Vrije Universiteit Amsterdam

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• 796 - Extremes in Statistics and Econometrics

  Author: Jochem Oorschot

  Supervisors: Richard Paap, Chen Zhou

  Defense date: September 01, 2022

  University: Erasmus University Rotterdam

• 794 - Estimation and Identification in Macroeconomic Models with Incomplete Markets

  Author: Eva Janssens

  Supervisors: Frank Kleibergen, Christian Stoltenberg

  Defense date: June 15, 2022

  University: University of Amsterdam

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• 793 - Essays on Risk and Econometrics

  Author: Yuan Yue

  Supervisors: Roger Laeven, Jan Magnus

  Defense date: April 28, 2022

  University: University of Amsterdam

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• 783 - Estimating Diffusion and Adoption Parameters in Networks New Estimation Approaches for the Latent-diffusion-observed-adoption Model

  Author: Lisa Susanna Stephan

  Supervisors: Frank Kleibergen, Marco van der Leij

  Defense date: April 18, 2021

  University: University of Amsterdam

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• 775 - Models for Individual Responses

  Author: Anoek Castelein

  Supervisors: Dennis Fok, Richard Paap

  Defense date: March 18, 2021

  University: Erasmus University Rotterdam

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• 771 - Identification Robust Testing in Linear Factor Models

  Author: Lingwei Kong

  Supervisor: Frank Kleibergen

  Defense date: March 23, 2021

  University: University of Amsterdam

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