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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"The review of economics and statistics"
~person:"Apergēs, Nikolaos"
~person:"Cakici, Nusret"
~person:"Koopman, Siem Jan"
~subject:"Share price"
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United States
Share price
1982-2010
1
Credit risk
1
Estimation
1
Factor analysis
1
Faktorenanalyse
1
Kreditausfallrisiko (default risk)
1
Kreditrisiko
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Panel
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USA
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Apergēs, Nikolaos
Cakici, Nusret
Koopman, Siem Jan
Appelbaum, Elie
2
Blundell, Richard W.
2
Chavas, Jean-Paul
2
Evans, William N.
2
Garofalo, Gasper Angelo
2
Gawande, Kishore S.
2
Haltiwanger, John C.
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Jappelli, Tullio
2
Kilian, Lutz
2
Lanne, Markku
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Levitt, Steven D.
2
Maddala, Gangadharrao S.
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Siegel, Donald S.
2
Steigerwald, Douglas G.
2
Stephens, Melvin
2
Abadie, Alberto
1
Abowd, John M.
1
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Ackerberg, Daniel A.
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Agha, Leila
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Agrawal, Ajay
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Ahern, Kenneth R.
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Aizer, Anna
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Aliber, Michael
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Anderson, Eric T.
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Anderson, Patricia M.
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Andersson, Fredrik
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Angrist, Joshua D.
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Ashenfelter, Orley
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Attanasio, Orazio P.
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Auten, Gerald E.
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Bachmeier, Lance J.
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Bai, Jushan
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Baily, Martin Neil
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Balduzzi, Pierluigi
1
Baldwin, Robert E.
1
Bandyopadhyay, Usree
1
Banks, James
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Barnett, Steven A.
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The review of economics and statistics
Applied economics letters
2
Journal of banking & finance
2
Journal of international financial markets, institutions & money
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Applied financial economics
1
Atlantic economic journal : AEJ
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Defence and peace economics
1
Economic modelling
1
Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Financial management
1
International journal of economic research
1
International journal of strategic property management
1
Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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Journal of economics and finance
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Journal of empirical finance
1
Journal of entrepreneurship and public policy : JEPP
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Journal of financial econometrics
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Journal of macroeconomics
1
Journal of risk and financial management : JRFM
1
Kredit und Kapital
1
Review of finance : journal of the European Finance Association
1
Spoudai : journal of economics and business
1
The journal of energy markets
1
The journal of finance : the journal of the American Finance Association
1
The journal of investing : JOI
1
The journal of investment strategies
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Tourism economics : the business and finance of tourism and recreation
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Observation-driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
- In:
The review of economics and statistics
96
(
2014
)
5
,
pp. 898-915
Persistent link: https://www.econbiz.de/10010470540
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