Observation driven mixed-measurement dynamic factor models with an application to credit risk
Year of publication: |
2011
|
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Authors: | Creal, Drew ; Schwaab, Bernd ; Koopman, Siem Jan ; Lucas, André |
Publisher: |
Amsterdam [u.a.] |
Subject: | Kreditausfallrisiko (default risk) | Kreditrisiko | Credit risk | Faktorenanalyse | Factor analysis | Panel | Panel study | Schätzung | Estimation | USA | United States | 1982-2010 |
Extent: | 40 S. graph. Darst. |
---|---|
Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.], ISSN 0929-0834, ZDB-ID 1336423-6. - Vol. 2011,042 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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