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~accessRights:"free"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~person:"Daníelsson, Jón"
~person:"Gautier, Pieter"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Jungbacker, Borus"
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~person:"Lucas, André"
~person:"McAleer, Michael"
~person:"Swank, Otto H."
~person:"Teulings, Coen N."
~person:"Wel, Michel van der"
~person:"Wijnbergen, Sweder van"
~subject:"ARCH-Modell"
~subject:"Credit risk"
~subject:"EU-Staaten"
~subject:"Factor analysis"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Monte Carlo simulation"
~subject:"Risk measure"
~subject:"Schätzung"
~subject:"State space model"
~subject:"Theory"
~subject:"USA"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Daníelsson, Jón
Gautier, Pieter
Gil-Alaña, Luis A.
Heckman, James J.
Jungbacker, Borus
Klaassen, Franc
Koopman, Siem Jan
Lucas, André
McAleer, Michael
Swank, Otto H.
Teulings, Coen N.
Wel, Michel van der
Wijnbergen, Sweder van
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Observation-driven filters for timeseries with stochastic trends and mixed causal non-causal dynamics
Blasques, Francisco
;
Koopman, Siem Jan
;
Mingoli, Gabriele
-
2023
consistent with financial
theory
, for a decomposition of the time-series in trend and bubble components, and for meaningful real …
Persistent link: https://www.econbiz.de/10014380706
Saved in:
232
Sorting and the output loss due to search frictions
Gautier, Pieter
;
Teulings, Coen N.
-
2011
Persistent link: https://www.econbiz.de/10008809886
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