//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"und"
~person:"Lucas, André"
~subject:"non-Gaussian state space models"
~type:"book"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Space"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
non-Gaussian state space models
credit risk
3
importance sampling
3
multivariate unobserved component models
3
binomial time series
2
continuous time modelling
2
credit portfolio models
2
frailty-correlated defaults
2
non-Gaussian state space modeling
2
nonlinear panel data model
2
recidivism behavior
2
state space methods
2
default risk
1
financial crisis
1
international default risk cycles
1
systematic default risk
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
Language
All
Undetermined
English
2
Author
All
Lucas, André
Koopman, Siem Jan
3
Daniels, Robert
2
Daniels, Robert J.
1
Institution
All
Tinbergen Institute
1
Tinbergen Instituut
1
de Nederlandsche Bank
1
Published in...
All
Tinbergen Institute Discussion Papers
2
DNB Working Papers
1
Source
All
RePEc
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk
Koopman, Siem Jan
;
Lucas, André
;
Daniels, Robert
-
Tinbergen Instituut
-
2005
) missing observations. We propose a non-Gaussian multivariate state
space
model that deals with all of this issues …
Persistent link: https://www.econbiz.de/10011256141
Saved in:
2
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk
Koopman, Siem Jan
;
Lucas, André
;
Daniels, Robert
-
Tinbergen Institute
-
2005
propose a non-Gaussian multivariate state
space
model that deals with all of this issues simultaneously. The model is …
Persistent link: https://www.econbiz.de/10005137260
Saved in:
3
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk
Koopman, Siem Jan
;
Lucas, André
;
Daniels, Robert J.
-
de Nederlandsche Bank
-
2005
, and (v) missing observations. We propose a non-Gaussian ultivariate state
space
model that deals with all of these issues …
Persistent link: https://www.econbiz.de/10005106684
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->