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~institution:"Tinbergen Institute"
~person:"Kilian, Lutz"
~person:"Koopman, Siem Jan"
~subject:"Estimation theory"
~subject:"importance sampling"
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importance sampling
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Kilian, Lutz
Koopman, Siem Jan
Ardia, David
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A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk
Koopman, Siem Jan
;
Lucas, André
;
Daniels, Robert
-
Tinbergen Institute
-
2005
decomposed into a systematic and firm-specific risk component, where the systematic component reflects the
general
economic …
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