Time-Varying Parameter Models for Discrete Valued Time Series

R. Lit

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

Original languageEnglish
QualificationPhD
Awarding Institution
  • Vrije Universiteit Amsterdam
Supervisors/Advisors
  • Lucas, André, Supervisor
  • Koopman, S.J., Supervisor
Award date9 Feb 2016
Place of PublicationAmsterdam
Publisher
Print ISBNs9789051707557 , 905170755X
Publication statusPublished - 2016

Cite this

Lit, R. (2016). Time-Varying Parameter Models for Discrete Valued Time Series. Amsterdam: Tinbergen Institute.
Lit, R.. / Time-Varying Parameter Models for Discrete Valued Time Series. Amsterdam : Tinbergen Institute, 2016. 128 p.
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title = "Time-Varying Parameter Models for Discrete Valued Time Series",
author = "R. Lit",
year = "2016",
language = "English",
isbn = "9789051707557",
series = "Tinbergen Institute Research Series",
publisher = "Tinbergen Institute",
school = "Vrije Universiteit Amsterdam",

}

Lit, R 2016, 'Time-Varying Parameter Models for Discrete Valued Time Series', PhD, Vrije Universiteit Amsterdam, Amsterdam.

Time-Varying Parameter Models for Discrete Valued Time Series. / Lit, R.

Amsterdam : Tinbergen Institute, 2016. 128 p.

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

TY - THES

T1 - Time-Varying Parameter Models for Discrete Valued Time Series

AU - Lit, R.

PY - 2016

Y1 - 2016

M3 - PhD Thesis - Research VU, graduation VU

SN - 9789051707557

SN - 905170755X

T3 - Tinbergen Institute Research Series

PB - Tinbergen Institute

CY - Amsterdam

ER -

Lit R. Time-Varying Parameter Models for Discrete Valued Time Series. Amsterdam: Tinbergen Institute, 2016. 128 p. (Tinbergen Institute Research Series).