Essays on nonlinear panel time series models

G. Mesters

Research output: PhD ThesisPhD-Thesis - Research and graduation internal

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Original languageEnglish
QualificationPhD
Awarding Institution
  • Vrije Universiteit Amsterdam
Supervisors/Advisors
  • Koopman, Siem Jan, Supervisor
  • Bijleveld, CCJH, Supervisor
Award date16 Jan 2015
Place of PublicationAmsterdam
Publisher
Print ISBNs9789036104180 , 9036104181
Publication statusPublished - 2015

Keywords

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

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