8 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

• 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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• 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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• 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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• 762 - Theory and Application of Dynamic Spatial Time Series Models

  Author: Bo Andree

  Supervisors: Eric Koomen, Henk Scholten

  Defense date: May 26, 2020

  University: Vrije Universiteit Amsterdam

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• 749 - On the Stability of Stochastic Dynamic Systems and their Use in Econometrics

  Author: Marc Nientker

  Supervisors: Francisco Blasques, Siem Jan Koopman

  Defense date: October 09, 2019

  University: Vrije Universiteit Amsterdam

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• 717 - A Tradeoff in Econometrics

  Author: Victor Hoornweg

  Supervisor: Philip Hans Franses

  Defense date: June 08, 2018

  University: Erasmus University Rotterdam

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• 716 - The Gains from Dimensionality

  Author: Didier Nibbering

  Supervisors: Richard Paap, Michel van der Wel

  Defense date: July 05, 2018

  University: Erasmus University Rotterdam

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