Essays on n-Nonlinear Panel Time Series Models

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

Original languageEnglish
QualificationPhD
Awarding Institution
  • Vrije Universiteit Amsterdam
Supervisors/Advisors
  • Koopman, S.J., Supervisor
  • Bijleveld, C.C.J.H., Co-supervisor
Award date16 Jan 2015
Publication statusPublished - 2015

Keywords

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

Cite this

@phdthesis{3cf6421783e64802b7a1562126ce6155,
title = "Essays on n-Nonlinear Panel Time Series Models",
keywords = "nonlinear panel data; state space model; time series; non-Gaussian; Dynamic factor model; forecasting",
author = "G. Mesters",
year = "2015",
language = "English",
school = "Vrije Universiteit Amsterdam",

}

Mesters, G 2015, 'Essays on n-Nonlinear Panel Time Series Models', PhD, Vrije Universiteit Amsterdam.

Essays on n-Nonlinear Panel Time Series Models. / Mesters, G.

2015. 273 p.

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

TY - THES

T1 - Essays on n-Nonlinear Panel Time Series Models

AU - Mesters, G.

PY - 2015

Y1 - 2015

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

M3 - PhD Thesis - Research VU, graduation VU

ER -