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~isPartOf:"Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,"
~isPartOf:"Boston College working papers in economics"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"EUI working paper / ECO"
~language:"eng"
~person:"Daníelsson, Jón"
~person:"Dreher, Axel"
~person:"Gil-Alaña, Luis A."
~person:"Koopman, Siem Jan"
~person:"Praag, Bernard M. S. van"
~subject:"Credit risk"
~subject:"Konjunkturtheorie"
~subject:"Maximum likelihood estimation"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Credit risk
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76
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Daníelsson, Jón
Dreher, Axel
Gil-Alaña, Luis A.
Koopman, Siem Jan
Praag, Bernard M. S. van
Lucas, André
29
Dijk, Herman K. van
15
Teulings, Coen N.
13
Groot, Henri L. F. de
12
Lütkepohl, Helmut
11
Vries, Casper G. de
11
Bos, Charles S.
10
Caporale, Guglielmo Maria
10
Härdle, Wolfgang
10
Nijkamp, Peter
10
Blasques, Francisco
9
McAleer, Michael
8
Andreasen, Martin Møller
6
Giesecke, Kay
6
Herwartz, Helmut
6
Ommeren, Jos van
6
Pozzi, Lorenzo
6
Schneider, Friedrich
6
Schwaab, Bernd
6
Breitung, Jörg
5
Butter, Frank A. G. den
5
Dijk, Dick van
5
Florax, Raymond J. G. M.
5
Gautier, Pieter
5
Hommes, Cars H.
5
Hoogerheide, Lennart
5
Jenkins, Stephen
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Johansen, Søren
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Nielsen, Morten Ørregaard
5
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5
Perotti, Enrico C.
5
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5
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4
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Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
Boston College working papers in economics
CREATES research paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
Discussion papers / Deutsches Institut für Wirtschaftsforschung
EUI working paper / ECO
CESifo working papers
22
Economics and finance working paper series
12
KOF working papers
11
Discussion papers of interdisciplinary research project 373
7
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5
Cege discussion paper
4
Kiel working paper
4
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
3
Department of Economics working papers
2
Discussion paper series / LSE Financial Markets Group
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HWWA discussion paper
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Working paper series / European Central Bank
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BIS papers
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Beiträge zur angewandten Wirtschaftsforschung
1
Cambridge working papers in economics
1
DNB working paper
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Freiburger Diskussionspapiere zur Ordnungsökonomik
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Global COE Hi-Stat discussion paper series
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Report / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Research memorandum / METEOR
1
Research paper series / Thurgau Institute of Economics at the University of Konstanz
1
SRC discussion paper : discussion paper series
1
Sheffield economic research paper series
1
Special paper series / London School of Economics and Political Science, Financial Markets Group
1
TRACE discussion papers / Tinbergen Institute
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51
Tracking growth and the business cycle : a stochastic common cycle model for the euro area
Azevedo, João Valle e
;
Koopman, Siem Jan
;
Rua, António
-
2003
Persistent link: https://www.econbiz.de/10001792789
Saved in:
52
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
53
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
54
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
55
Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550571
Saved in:
56
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
57
Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.
;
Henry, S. G. B.
-
2000
Persistent link: https://www.econbiz.de/10001470376
Saved in:
58
The stochastic volatility on mean model : empirical evidence from international stock markets
Koopman, Siem Jan
;
Uspensky, Eugenie Hol
-
2000
Persistent link: https://www.econbiz.de/10001472890
Saved in:
59
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994030
Saved in:
60
Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994031
Saved in:
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