Dynamic models

keywords: mathematical finance, computational finance, derivative pricing, numerical approximation of ODEs and PDEs, dynamical systems in economics, credit risk, actuarial mathematics, economic growth models Read more

keywords: Latent variable models, Structural equation models, Longitudinal data analysis, Non parametric trend-cycle estimators, Time series analysis Read more

keywords: Spatial Econometrics, Limited Dependent Variables, Dynamic Spatial Panel Data Models, Computational Statistics, Microeconometrics Read more

keywords: Stochastic differential equations, probabilistic models in biology and finance

keywords: Financial Econometrics, Climate Econometrics, Extreme Value Statistics, Time series analysis