Université de Neuchâtel

Modeling latent variables in economics and finance

Bluteau, Keven ; Ardia, David (Dir.) ; Boudt, Kris (Codir.)

Thèse de doctorat : Université de Neuchâtel, 2019 ; 2758.

The subject of unobservable variables encompasses this thesis. These latent (i.e., unobservable) variables must be inferred using statistical models or observable proxies. The objectives of my doctoral thesis are to develop and test new statistical models to infer these variables and link them to the analysis and improvement of economic and financial decisions. In my first essay, I tackle...