13 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

• 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

• 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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• 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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• 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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• 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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• 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

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