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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"The review of economics and statistics"
~person:"Apergēs, Nikolaos"
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~subject:"Kointegration"
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United States
EU-Staaten
Kointegration
1982-2010
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Credit risk
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Estimation
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Factor analysis
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Faktorenanalyse
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Kreditausfallrisiko (default risk)
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Apergēs, Nikolaos
Koopman, Siem Jan
Appelbaum, Elie
2
Blundell, Richard W.
2
Chavas, Jean-Paul
2
Evans, William N.
2
Garofalo, Gasper Angelo
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Gawande, Kishore S.
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Haltiwanger, John C.
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Jappelli, Tullio
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Kilian, Lutz
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Lanne, Markku
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Levitt, Steven D.
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Maddala, Gangadharrao S.
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Siegel, Donald S.
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Stephens, Melvin
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The review of economics and statistics
Economic modelling
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of econometrics
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Applied economics
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Applied economics letters
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Atlantic economic journal : AEJ
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Banking and finance review
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European journal of political economy
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International journal of forecasting
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International journal of strategic property management
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International review of economics : journal of civil economy
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of entrepreneurship and public policy : JEPP
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Journal of international financial markets, institutions & money
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Journal of macroeconomics
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Kredit und Kapital
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Spoudai : journal of economics and business
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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The journal of energy markets
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The open economics journal
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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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