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~accessRights:"free"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~person:"Addison, John T."
~person:"Koopman, Siem Jan"
~subject:"Estimation"
~subject:"Theorie"
~type:"book"
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Estimation
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Credit risk
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Addison, John T.
Koopman, Siem Jan
McAdam, Peter
20
Schmidt, Sebastian
14
Lenza, Michele
11
Stracca, Livio
10
Tristani, Oreste
10
Altavilla, Carlo
9
Giannone, Domenico
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De Fiore, Fiorella
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7
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7
Lucas, André
7
Mazelis, Falk
7
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Slacalek, Jirka
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Motto, Roberto
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5
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Working paper series / European Central Bank
Discussion paper / Tinbergen Institute
102
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37
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Tinbergen Institute Discussion Paper 14-105/III
1
Tinbergen Institute Discussion Paper 14-107/III
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Tinbergen Institute Discussion Paper 14-118/III
1
Tinbergen Institute Discussion Paper 15-027/III
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Tinbergen Institute Discussion Paper 15-037/III/DSF90
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ECONIS (ZBW)
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Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
-
2016
Persistent link: https://www.econbiz.de/10011618479
Saved in:
2
Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
-
2013
Persistent link: https://www.econbiz.de/10010233231
Saved in:
3
Dynamic factor models with macro, frailty and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
-
2012
Persistent link: https://www.econbiz.de/10009765151
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