Now showing items 1-3 of 3

    • Bayesian Analysis and Computational Methods for Dynamic Modeling 

      Niemi, Jarad (2009)
      Dynamic models, also termed state space models, comprise an extremely rich model class for time series analysis. This dissertation focuses on building state space models for a variety of contexts and computationally efficient ...
    • Dynamic Compensation and Investment with Limited Commitment 

      Feng, Felix Zhiyu (2014)
      In this dissertation I study the role of limited commitment in dynamic models. In the first part, I consider firms that face uncertainty shocks in a principal-agent setting but have only limited ability to commit to long-term ...
    • Dynamic modeling and Bayesian predictive synthesis 

      McAlinn, Kenichiro (2017)
      This dissertation discusses model and forecast comparison, calibration, and combination from a foundational perspective. For nearly five decades, the field of forecast combination has grown exponentially. Its practicality ...