Model Misspecification in VAR Models for Psychopathology
Bachelor Thesis · University of Groningen
Thesis
VAR Models
Model Misspecification
Psychopathology
Time Series
Exploring how model misspecification in lag-1 VAR models affects predictive performance in psychopathology research, in collaboration with Dr. Laura Bringmann and Yong Zhang.
In collaboration with Dr. Laura Bringmann and Yong Zhang, I explored how model misspecification in lag-1 vector autoregressive (VAR1) models affects predictions in psychopathology research. This thesis emphasized the importance of evaluating predictive accuracy, and highlighted the challenges of working with large datasets and violations of model assumptions. This collaboration led to another project on model selection of AR-based models, which is currently under review at the British Journal of Mathematical and Statistical Psychology.