14 PhD Theses

• 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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• 758 - Identifying and Predicting Financial Earth Quakes using Hawkes Processes

  Author: Francine Gresnigt

  Supervisors: Philip Hans Franses, Erik Kole

  Defense date: February 20, 2020

  University: Erasmus University Rotterdam

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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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• 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

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• 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

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• 731 - Essays in Applied Time Series Analysis

  Author: Bart Keijsers

  Supervisors: Dick van Dijk, Bart Diris, Erik Kole

  Defense date: February 22, 2019

  University: Erasmus University Rotterdam

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• 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

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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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