On the stability of stochastic dynamic systems and their use in econometrics

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

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Original languageEnglish
QualificationPhD
Awarding Institution
  • Vrije Universiteit Amsterdam
Supervisors/Advisors
  • Koopman, SJ, Supervisor
  • Blasques, Francisco, Supervisor
Award date9 Oct 2019
Print ISBNs9789036105774
Publication statusPublished - 2019

Keywords

  • Time series
  • Stability
  • Financial bubbles
  • DSGE

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