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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"The review of economics and statistics"
~person:"Basu, Susanto"
~person:"Koopman, Siem Jan"
~subject:"Correlation"
~type_genre:"Aufsatz im Buch"
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United States
Correlation
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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Basu, Susanto
Koopman, Siem Jan
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The review of economics and statistics
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Measuring capital in the new economy
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New developments in productivity analysis
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Nonlinear time series analysis of business cycles
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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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