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~institution:"de Nederlandsche Bank"
~person:"Kilian, Lutz"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
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Kilian, Lutz
Koopman, Siem Jan
McAleer, Michael
Vlaar, P.J.G.
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Berk, Jan Marc
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Bikker, Jacob
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de Nederlandsche Bank
Tinbergen Instituut
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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
component reflects the
general
economic conditions and default climate. We have to cope with (i) the shared exposure of each age …
Persistent link: https://www.econbiz.de/10005106684
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