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subject:"Kreditrisiko"
~accessRights:"restricted"
~subject:"Credit risk"
~subject:"Estimation"
~subject:"Insolvenz"
~subject:"Survival analysis"
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Search: subject_exact:"Statistische Bestandsanalyse"
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Kreditrisiko
Credit risk
Estimation
Insolvenz
Survival analysis
Duration analysis
108
Statistische Bestandsanalyse
108
Dauer
45
Duration
45
Schätzung
37
Theorie
31
Theory
31
Estimation theory
17
Schätztheorie
17
Arbeitslosigkeit
16
Unemployment
16
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
duration analysis
11
Time series analysis
10
Zeitreihenanalyse
10
Business cycle
8
Konjunktur
8
Microeconometrics
8
Mikroökonometrie
8
Forecasting model
7
Insolvency
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Prognoseverfahren
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Regression analysis
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Regressionsanalyse
7
Börsenkurs
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Risiko
6
Risk
6
Share price
6
Deutschland
5
Mortality
5
Probability theory
5
Sterblichkeit
5
Stochastic process
5
Stochastischer Prozess
5
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47
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English
50
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Ahn, Hie Joo
3
Carrère, Céline
2
Güell, Maia
2
Lafuente, Cristina
2
Sant'Anna, Pedro H. C.
2
Strauss-Kahn, Vanessa
2
Tian, Shaonan
2
Agnello, Luca
1
Alberini, Anna
1
Aldrich, Eric M.
1
Allen, David E.
1
Bae, Jiheon
1
Bareit, Markus Walter
1
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1
Berg, Gerard J. van den
1
Bijwaard, Govert
1
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1
Castro, Vítor
1
Chakravary, Ranjan R.
1
Chan-Lau, Jorge A.
1
Chen, Cathy W. S.
1
Chen, Fei
1
Chen, Xinyun
1
Chen, Xuan
1
Chiang, Min-Hsien
1
Chodorow-Reich, Gabriel
1
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1
Das, Milan Kumar
1
Delgado, Miguel A.
1
Dixon, Huw
1
Dong, Manh Cuong
1
Doole, Graeme J.
1
Filippini, Massimo
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1
Flores-Lagunes, Alfonso
1
Frandsen, Brigham R.
1
Földvári, Péter
1
Gao, Jiti
1
García Peréz, José Ignacio
1
García, Andrés
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Discussion paper / Centre for Economic Policy Research
2
Econometric reviews
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The B.E. journal of economic analysis & policy
2
The econometrics journal
2
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
1
Algorithmic finance
1
Applied economics letters
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Asia-Pacific financial markets
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Discussion papers / CEPR
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European journal of operational research : EJOR
1
European journal of political economy
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Folia oeconomica Stetinensia : FOS
1
Handbook of econometrics : volume 5
1
IZA journal of labor & development
1
International journal of financial engineering
1
International journal of forecasting
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Jahrbücher für Nationalökonomie und Statistik
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Journal of air transport management
1
Journal of applied econometrics
1
Journal of econometrics
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Journal of economic behavior & organization : JEBO
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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Journal of public economics
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Journal of quantitative economics
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Labour economics : official journal of the European Association of Labour Economists
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Maritime policy & management
1
Public choice
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Regional studies : official journal of the Regional Studies Association
1
Review of quantitative finance and accounting
1
Review of world economics
1
Technological forecasting & social change : an international journal
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The North American journal of economics and finance : a journal of financial economics studies
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1
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
2
Corporate probability of default : a single-index hazard model approach
Li, Shaobo
;
Tian, Shaonan
;
Yu, Yan
;
Zhu, Xiaorui
;
Lian, Heng
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1288-1299
Persistent link: https://www.econbiz.de/10014448636
Saved in:
3
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
4
The role of observed and unobserved heterogeneity in the duration of unemployment
Ahn, Hie Joo
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10014287915
Saved in:
5
Investigating intertrade durations using copulas : an experiment with NASDAQ data
Chakravary, Ranjan R.
;
Pani, Sudhanshu
- In:
Algorithmic finance
9
(
2022
)
3/4
,
pp. 81-102
Persistent link: https://www.econbiz.de/10013459970
Saved in:
6
Revisiting the determinants of unemployment duration : variance decomposition à la ABS in Spain
Güell, Maia
;
Lafuente, Cristina
- In:
Labour economics : official journal of the European …
78
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014233966
Saved in:
7
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.
;
García, Andrés
;
Sant'Anna, Pedro H. C.
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
Saved in:
8
The variances of non-parametric estimates of the cross-sectional distribution of durations
Tian, Maoshan
;
Dixon, Huw
- In:
Econometric reviews
41
(
2022
)
10
,
pp. 1243-1264
Persistent link: https://www.econbiz.de/10013490704
Saved in:
9
Optimal model averaging forecasting in high-dimensional survival analysis
Yan, Xiaodong
;
Wang, Hongni
;
Wang, Wei
;
Xie, Jinhan
; …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1147-1155
Persistent link: https://www.econbiz.de/10012794829
Saved in:
10
Projecting unemployment durations : a factor-flows simulation approach with application to the COVID-19 recession
Chodorow-Reich, Gabriel
;
Coglianese, John
- In:
Journal of public economics
197
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012798507
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