2 PhD Theses

• 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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