Supervised PhD Theses
- 33 results
Search results
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2026
Targeted Estimation in Heterogeneous Panel Data Models
Banava, G., 11 May 2026, 144 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile35 Downloads (Pure) -
2025
Modeling Explosive Dynamics in Time Series: Theory and Applications
Mingoli, G., 26 Nov 2025, 226 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile110 Downloads (Pure) -
Beyond the Surface: Advancing Structural Models for Richer Causal Insights
Stegehuis, N. J., 22 Oct 2025, 153 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile129 Downloads (Pure) -
Studies in observation-driven time series models: Theory, methods, and applications
Artemova, M., 24 Mar 2025, 246 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile475 Downloads (Pure) -
2024
Empirical Econometric Studies on the Economic Growth of Developing Countries
Sampi Bravo, J. R. E., 17 Dec 2024, 136 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile236 Downloads (Pure) -
Dynamic Models for Multi-Dimensional Time Series
Wiersma, Q., 18 Apr 2024, 220 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile745 Downloads (Pure) -
Signal Extraction by the Extremum Monte Carlo Method
Moussa, K., 8 Apr 2024, Amsterdam: Rozenberg Publishers. 156 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile608 Downloads (Pure) -
2023
On the estimation of parameters in observation-driven time series models
van Brummelen, J. N., 18 Oct 2023, 242 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile1211 Downloads (Pure) -
Panel data models for socioeconomic studies in crime and education
van de Werve, I., 18 Sept 2023, 134 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile470 Downloads (Pure) -
2019
Methods for Accurate and Efficient Bayesian Analysis of Time Series
Borowska, A., 2019, 239 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile747 Downloads (Pure) -
On the stability of stochastic dynamic systems and their use in econometrics
Nientker, M. H. C., 2019, 134 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile1771 Downloads (Pure) -
2018
Essays on time series models with unobserved components and their applications
Li, M., 2018, 182 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile658 Downloads (Pure) -
2017
On observation-driven time series modeling
Gorgi, P., 2017, Amsterdam: Vrije Universiteit Amsterdam. 114 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile882 Downloads (Pure) -
Panta rhei, measurement and discovery of change in financial markets
Zamojski, M. J., 2017, Amsterdam: Tinbergen Institute. 227 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile1283 Downloads (Pure) -
Topics in Forecasting Macroeconomic Time Series
Zhang, Z., 2017, Amsterdam: Tinbergen Institute. 127 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile1292 Downloads (Pure) -
2016
Bayesian analysis of latent variable models in finance
Barra, I., 2016, Amsterdam: Tinbergen Institute. 164 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile498 Downloads (Pure) -
Time-Varying Parameter Models for Discrete Valued Time Series
Lit, R., 2016, Amsterdam: Tinbergen Institute. 128 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile891 Downloads (Pure) -
2015
Disentangling criminal careers for disadvantaged youths
Mesters, G., 2015, Amsterdam: Tinbergen Institute. 257 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile667 Downloads (Pure) -
Essays on nonlinear panel time series models
Mesters, G., 2015, Amsterdam: Tinbergen Institute. 257 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile404 Downloads (Pure) -
Interbank Lending Relationships, Financial Crises, and Monetary Policy
Brauning, F. U., 2015, Amsterdam: Tinbergen Institute. 190 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile326 Downloads (Pure) -
2013
Modeling Time Variation in Systemic Risk
Zhang, X., 2013, Amsterdam: Tinbergen Institute. 133 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile485 Downloads (Pure) -
2012
Developments in Measuring and Modeling Financial Volatility
Janus, P., 2012, Amsterdam: Thela Thesis/TI.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile561 Downloads (Pure) -
Essays on Monte Carlo Methods for State Space Models
Scharth Figueiredo Pinto, M., 2012, Amsterdam: Tinbergen Institute. 205 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile379 Downloads (Pure) -
2011
Credit Risk and State Space Methods
Schwaab, B., 2011, Amsterdam: Thela Thesis / Tinbergen Institute. 145 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile378 Downloads (Pure) -
Periodic Seasonal Time Series Models with applications to U.S. macroeconomic data
Hindrayanto, A. I. W., 2011, Amsterdam: Thela Thesis/Tinbergen Institute. 145 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile1267 Downloads (Pure) -
2010
Developments in Likelihood-Based Methods for State Space Models
Jungbacker, B. M. J. P., 2010, Amsterdam: VU. 164 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile360 Downloads (Pure) -
Filtering Non-Linear State Space Models: Methods and Economic Applications
Lee, K. M., 2010, 150 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile1805 Downloads (Pure) -
2009
Econometric Studies to the Economic and Social Factors of Crime
Vujic, S., 2009, Amsterdam: Thela Thesis/TI. 231 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile1397 Downloads (Pure) -
State-space modelling for high frequency data: Three applications to French national electricity load
Dordonnat, V., 2009, Amsterdam. 146 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile323 Downloads (Pure) -
2008
Riskfree Rate Dynamics: Information, Trading, and State Space Modeling
van der Wel, M., 2008, 155 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile472 Downloads (Pure) -
Time series analysis in road safety research using state space methods
Bijleveld, F., 2008Research output: PhD Thesis › PhD-Thesis – Research external, graduation internal
Open AccessFile363 Downloads (Pure) -
2006
Marginal likelihood in state-space models: Theory and applications
Francke, M. K., 2006Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile436 Downloads (Pure) -
2001
Modeling the business cycle in unobserved component time series models using markov switching in growth
Luginbuhl, R. E., 2001, Amsterdam: Vrije Universiteit Amsterdam. 239 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal