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

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

Original languageEnglish
QualificationPhD
Awarding Institution
  • Vrije Universiteit Amsterdam
Supervisors/Advisors
  • Koopman, S.J., Supervisor
  • Blasques Albergaria Amaral, F., Supervisor
Award date9 Oct 2019
Print ISBNs9789036105774
Publication statusPublished - 2019

Keywords

  • Time series
  • Stability
  • Financial bubbles
  • DSGE

Cite this

@phdthesis{7bf658da08394dc8bd6af702c5eb6da6,
title = "On the stability of stochastic dynamic systems and their use in econometrics",
keywords = "Time series, Stability, Financial bubbles, DSGE",
author = "M.H.C. Nientker",
year = "2019",
language = "English",
isbn = "9789036105774",
series = "Tinbergen Institute research series",
school = "Vrije Universiteit Amsterdam",

}

On the stability of stochastic dynamic systems and their use in econometrics. / Nientker, M.H.C.

2019. 134 p.

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

TY - THES

T1 - On the stability of stochastic dynamic systems and their use in econometrics

AU - Nientker, M.H.C.

PY - 2019

Y1 - 2019

KW - Time series

KW - Stability

KW - Financial bubbles

KW - DSGE

M3 - PhD Thesis - Research VU, graduation VU

SN - 9789036105774

T3 - Tinbergen Institute research series

ER -