PhD defence: Frederik Bjerg Krabbe
Topic: Theory and empirical illustrations of Markov-switching observation-driven models and causal non-causal state space models
Info about event
Time
Location
Fuglesangs Allé 4, 8210 Aarhus V, room 2636-U1
Frederik Bjerg Krabbe will defend his PhD dissertation entitled On State Space Models in Economics and Finance. He has been enrolled in the PhD programme in Economics and Business Economics, supervised by Associate Professor Leopoldo Catania and Professor Morten Ørregaard Nielsen.
The dissertation can be downloaded from Frederik Bjerg Krabbe's profile prior to the defence.
The assessment committee:
- Professor Bent Jesper Christensen, Aarhus BSS (chair)
- Professor Anders Rahbek, University of Copenhagen
- Jean-Michel Zakoian, CREST and University of Lille
The defence is public and open to all. The department will host a reception after the defence in room 2632-L141 (frokoststuen).
Contact:
Susanne Christensen
PhD Administrator