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~accessRights:"free"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Research memorandum / METEOR"
~language:"eng"
~person:"Banerjee, Anindya"
~person:"Basturk, Nalan"
~person:"Gautier, Pieter"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~subject:"Zustandsraummodell"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Banerjee, Anindya
Basturk, Nalan
Gautier, Pieter
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Lucas, André
38
Dijk, Herman K. van
26
Hoogerheide, Lennart
15
Vries, Casper G. de
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Wijnbergen, Sweder van
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6
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Wel, Michel van der
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ECONIS (ZBW)
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1
Global credit risk :
world
, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
-
2015
area sovereign debt crises. We find that macro and default-specific
world
factors are a primary source of default …
Persistent link: https://www.econbiz.de/10010484886
Saved in:
2
Generalized dynamic panel data models with random effects for cross-section and time
Mesters, Geert
;
Koopman, Siem Jan
-
2012
Persistent link: https://www.econbiz.de/10009722706
Saved in:
3
Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd
;
Lucas, André
;
Koopman, Siem Jan
-
2010
Persistent link: https://www.econbiz.de/10008771823
Saved in:
4
Skill policies for Scotland
Heckman, James J.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002520119
Saved in:
5
Likelihood-based analysis for dynamic factor models
Jungbacker, Borus
;
Koopman, Siem Jan
-
2008
Persistent link: https://www.econbiz.de/10003645197
Saved in:
6
An hourly periodic state space model for modelling French national electricity load
Dordonnat, V.
;
Koopman, Siem Jan
;
Ooms, Marius
; …
-
2008
Persistent link: https://www.econbiz.de/10003645204
Saved in:
7
A general framework for observation driven time-varying parameter models
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2008
Persistent link: https://www.econbiz.de/10003787160
Saved in:
8
Spline smoothing over difficult regions : a state space approach
Koopman, Siem Jan
;
Wong, Soon Yip
-
2008
Persistent link: https://www.econbiz.de/10003811428
Saved in:
9
Extracting business cycles using semi-parametric time-varying spectra with applications to US macroeconomic time series
Koopman, Siem Jan
;
Wong, Soon Yip
-
2006
Persistent link: https://www.econbiz.de/10003408454
Saved in:
10
Directed search in the housing market
Albrecht, James W.
;
Gautier, Pieter
;
Vroman, Susan B.
-
2010
Persistent link: https://www.econbiz.de/10003934200
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