Essays on n-Nonlinear Panel Time Series Models

Research output: PhD ThesisPhD Thesis - Research VU Amsterdam, graduation VU Amsterdam

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Original languageEnglish
QualificationPhD
Awarding Institution
  • Vrije Universiteit Amsterdam
Supervisors/Advisors
  • Koopman, SJ, Supervisor
  • Bijleveld, CCJH, Co-supervisor
Award date16 Jan 2015
Publication statusPublished - 2015

Keywords

  • nonlinear panel data; state space model; time series; non-Gaussian; Dynamic factor model; forecasting

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