On the estimation of parameters in observation-driven time series models
Janneke van Brummelen
- PhD Defense
Janneke van Brummelen
Weining Wang (University of Groningen)
Daniel Lewis (University College London, United Kingdom)
Joris Pinkse (Pennsylvania State University, United States)
Yannick Hoga (University of Duisburg-Essen, Germany)
Ilka van de Werve
Francis X. Diebold (University of Pennsylvania, United States), Sebastian Jensen (Aarhus University, Denmark), Zack Miller (University of Missouri, United States), Moritz P. Schwarz (University of Oxford, United Kingdom) et al.
Faculty: Andrei Levchenko (University of Michigan) and Michael D. König (Vrije Universiteit Amsterdam)
Gabriela Miyazato Szini, Timo Schenk
Denni Tommasi (University of Bologna, Italy)
Alejandro Hirmas, Niels Marijnen
Clement De Chaisemartin (SciencesPo, France and University of California at Santa Barbara (UCSB), currently on leave))
Nicolas Schreuder (University of Genoa, Italy)
Claudia Noack (University of Oxford, United Kingdom)
Bart Keijsers
Liyang Sun (Cemfi, Spain)
Bart Keijsers (University of Amsterdam)
Michal Kolesár (Princeton University, United States)
Jules Depersin (University of Amsterdam)
Fabio Canova (BI Norwegian Business School, Norway)