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subject:"Schätztheorie"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of econometrics"
~person:"King, Maxwell L."
~person:"Koopman, Siem Jan"
~subject:"Insolvency"
~subject:"Volatilität"
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Schätztheorie
Insolvency
Volatilität
Theorie
16
Theory
16
Estimation theory
8
Time series analysis
5
Zeitreihenanalyse
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Correlation
2
Econometrics
2
Korrelation
2
Markov chain
2
Markov-Kette
2
Statistical test
2
Statistical theory
2
Statistische Methodenlehre
2
Statistischer Test
2
Ökonometrie
2
Autocorrelation
1
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1
Bid-ask spread
1
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1
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1
Finanzmarkt
1
Geld-Brief-Spanne
1
Generalized autoregressive scores
1
Gross margin
1
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1
Information matrix test
1
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Article
6
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3
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Article in journal
6
Aufsatz in Zeitschrift
6
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3
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3
Non-commercial literature
3
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3
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English
9
Author
All
King, Maxwell L.
Koopman, Siem Jan
Steel, Mark F. J.
13
Borm, Peter
10
Werker, Bas J. M.
10
Chib, Siddhartha
9
Magnus, Jan R.
8
Drost, Feike C.
7
Fernández, Carmen
7
Osiewalski, Jacek
7
Soest, Arthur van
7
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Gouriéroux, Christian
6
Hendrickx, Ruud L. P.
6
Kleijnen, Jack P. C.
6
Lee, Lung-fei
6
Li, Qi
6
Phillips, Peter C. B.
6
Diebold, Francis X.
5
Granger, C. W. J.
5
Groenendaal, Willem J. van
5
Härdle, Wolfgang
5
Kohn, Robert
5
McAleer, Michael
5
Moors, Johannes J. A.
5
Nijman, Theodore E.
5
Renault, Eric
5
Schmidt, Peter
5
Andersen, Torben
4
Baillie, Richard
4
Baltagi, Badi H.
4
Banerjee, Anurag Narayan
4
Chen, Songnian
4
Franses, Philip Hans
4
Hallin, Marc
4
Lee, Myoung-jae
4
Melenberg, Bertrand
4
Shephard, Neil G.
4
Swanson, Norman R.
4
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Discussion paper / Center for Economic Research, Tilburg University
Journal of econometrics
Discussion paper / Tinbergen Institute
28
Econometric reviews
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
3
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Advances in econometrics
1
Discussion paper / School of Economics, The University of New South Wales
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of forecasting
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
The review of economic studies
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper 10-032/2
1
Tinbergen Institute Discussion Paper 14-118/III
1
Tinbergen Institute Discussion Paper 2016-061/III
1
Tinbergen Institute Discussion Paper 2021-057/III
1
Working paper / The University of Adelaide, School of Economics
1
Working paper series / European Central Bank
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ECONIS (ZBW)
9
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1
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9
of
9
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date (oldest first)
1
Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10009270628
Saved in:
2
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
-
1998
Persistent link: https://www.econbiz.de/10000167948
Saved in:
3
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
4
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
Saved in:
5
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
Saved in:
6
Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
Rahman, Shahidur
- In:
Journal of econometrics
82
(
1998
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001228498
Saved in:
7
Fractional differencing and long memory processes
Baillie, Richard
(
contributor
);
King, Maxwell L.
(
contributor
)
- In:
Journal of econometrics
73
(
1996
)
1
Persistent link: https://www.econbiz.de/10001206521
Saved in:
8
Nonnested testing for autocorrelation in the linear regression model
Silvapulle, Paramsothy
- In:
Journal of econometrics
58
(
1993
)
3
,
pp. 295-314
Persistent link: https://www.econbiz.de/10001149103
Saved in:
9
Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrelation is present
King, Maxwell L.
- In:
Journal of econometrics
3
(
1989
),
pp. 285-301
Persistent link: https://www.econbiz.de/10001063364
Saved in:
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