10 PhD Theses

• 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

  View publication
• 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

  View publication
• 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

  View publication
• 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

  View publication
• 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

  View publication
• 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

  View publication
• 742 - Methods for Accurate and Efficient Bayesian Analysis of Time Series

  Author: Agnieszka Borowska

  Supervisors: Lennart Hoogerheide, Siem Jan Koopman

  Defense date: July 03, 2019

  University: Vrije Universiteit Amsterdam

  View publication
• 735 - In and Outside the Tails: Making and Evaluating Forecasts

  Author: Sander Barendse

  Supervisor: Dick van Dijk

  Defense date: February 28, 2019

  University: Erasmus University Rotterdam

  View publication
• 721 - Essays on Time Series Models with Unobserved Components and Their Applications

  Author: Mengheng Li

  Supervisor: Siem Jan Koopman

  Defense date: September 13, 2018

  University: Vrije Universiteit Amsterdam

  View publication
• 711 - Multivariate Density Forecast Evaluation and Nonparametric Granger Causality Testing

  Author: Hao Fang

  Supervisors: Dick van Dijk, Cees Diks

  Defense date: March 27, 2018

  University: University of Amsterdam

  View publication