//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"BIS working papers"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"HWWA discussion paper"
~isPartOf:"Research memorandum / METEOR"
~isPartOf:"Study paper"
~isPartOf:"Working paper series / European Central Bank"
~isPartOf:"Working papers / Federal Reserve Bank of Boston"
~language:"eng"
~person:"Florax, Raymond J. G. M."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Legerstee, Rianne"
~person:"Ravazzolo, Francesco"
~person:"Venditti, Fabrizio"
~subject:"Factor analysis"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"United States"
~subject:"Volatilität"
~subject:"Wirtschaftswachstum"
~subject:"World"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 31 applied filters
Year of publication
From:
To:
Subject
All
Factor analysis
Kreditrisiko
Maximum-Likelihood-Schätzung
Meta-Analyse
Prognoseverfahren
Schätzung
Simulation
United States
Volatilität
Wirtschaftswachstum
World
Theorie
124
Theory
124
Time series analysis
61
Zeitreihenanalyse
61
State space model
47
Zustandsraummodell
47
Forecasting model
43
Estimation
28
Stochastic process
28
Stochastischer Prozess
28
Volatility
28
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Welt
21
Maximum likelihood estimation
18
Bayes-Statistik
13
Bayesian inference
13
Credit risk
13
Statistical distribution
13
Statistische Verteilung
13
Business cycle
12
Konjunktur
12
Faktorenanalyse
10
Kalman filter
10
Markov chain
10
Markov-Kette
10
Modellierung
10
Scientific modelling
10
ARCH model
9
ARCH-Modell
9
EU countries
9
EU-Staaten
9
more ...
less ...
Online availability
All
Free
116
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Collection of articles written by one author
Handbuch
Non-commercial literature
Arbeitspapier
123
Working Paper
123
Graue Literatur
119
Language
All
English
Author
All
Florax, Raymond J. G. M.
Heckman, James J.
Koopman, Siem Jan
Legerstee, Rianne
Ravazzolo, Francesco
Venditti, Fabrizio
McAleer, Michael
85
Lucas, André
50
Franses, Philip Hans
37
Chang, Chia-Lin
35
Dijk, Herman K. van
35
Nijkamp, Peter
28
Groot, Henri L. F. de
25
Borio, Claudio E. V.
21
Dijk, Dick van
21
Hommes, Cars H.
18
Stracca, Livio
17
Blasques, Francisco
16
Francois, Joseph F.
15
Schwaab, Bernd
15
Bos, Charles S.
14
Hoogerheide, Lennart
13
Perotti, Enrico C.
13
Teulings, Coen N.
13
Wijnbergen, Sweder van
13
Bergh, Jeroen C. J. M. van den
12
Dées, Stéphane
12
Knapp, Sabine
12
Michaelowa, Axel
12
Vries, Casper G. de
12
Georgiadis, Georgios
11
Paap, Richard
11
Schmitz, Martin
11
Fratzscher, Marcel
10
Habib, Maurizio Michael
10
Mehl, Arnaud
10
Chen, Chi-chung
9
Giannone, Domenico
9
Marrewijk, Charles van
9
Allen, David E.
8
Butter, Frank A. G. den
8
more ...
less ...
Published in...
All
BIS working papers
Discussion paper / Tinbergen Institute
Discussion paper series / UCL Economics
Econometric Institute research papers
HWWA discussion paper
Research memorandum / METEOR
Study paper
Working paper series / European Central Bank
Working papers / Federal Reserve Bank of Boston
Working paper / National Bureau of Economic Research, Inc.
22
Discussion paper series / IZA
14
Working paper / Norges Bank
7
Bozen economics & management paper series : BEMPS
4
CAMP working paper series
4
CEMMAP working papers / Centre for Microdata Methods and Practice
4
CAMA working paper series
3
CREATES research paper
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
3
Working papers
3
CESifo working papers
2
Discussion papers / CEPR
2
Technical working paper / National Bureau of Economic Research
2
Temi di discussione / Banca d'Italia
2
Working paper
2
Working papers / Innocenzo Gasparini Institute for Economic Research
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Discussion paper / Statistics Netherlands
1
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
1
Discussion paper series / LSE Financial Markets Group
1
Documentos de trabajo / Banco de España
1
Economics - working papers
1
Estudos e documentos de trabalho
1
Federal Reserve Bank of Cleveland working paper series
1
Global COE Hi-Stat discussion paper series
1
NBER working paper series
1
SAFE Working Paper
1
SAFE working paper
1
UCD Geary Institute discussion paper series
1
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
1
Working paper / IFAU - Institute for Labour Market Policy Evaluation
1
Working papers series / Federal Reserve Bank of San Francisco
1
more ...
less ...
Source
All
ECONIS (ZBW)
119
Showing
61
-
70
of
119
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne
;
Franses, Philip Hans
-
2010
Forecasts from various experts are often used in macroeconomic forecasting models. Usually the focus is on the mean or median of the survey data. In the present study we adopt a different perspective on the survey data as we examine the predictive power of disagreement amongst forecasters. The...
Persistent link: https://www.econbiz.de/10011381819
Saved in:
62
Systemic risk diagnostics
Schwaab, Bernd
;
Lucas, André
;
Koopman, Siem Jan
-
2010
, and the rest of the
world
. Controlling for global,region-specific, and industry effects, we construct coincident measures …
Persistent link: https://www.econbiz.de/10011382067
Saved in:
63
Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
-
2011
This paper has been accepted for publication in the 'Review of Economics and Statistics'.We propose a dynamic factor model for mixed-measurement and mixed-frequency panel data. In this framework time series observations may come from a range of families of parametric distributions, may be...
Persistent link: https://www.econbiz.de/10011383248
Saved in:
64
Numerically accelerated importance sampling for nonlinear non-Gaussian state space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
-
2012
We introduce a new efficient importance sampler for nonlinear non-Gaussian state space models. We propose a general and efficient likelihood evaluation method for this class of models via the combination of numerical and Monte Carlo integration methods. Our methodology explores the idea that...
Persistent link: https://www.econbiz.de/10011386179
Saved in:
65
Modeling dynamic volatilities and correlations under skewness and fat tails
Zhang, Xin
;
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2011
We propose a new model for dynamic volatilities and correlations of skewed and heavy-tailed data. Our model endows the Generalized Hyperbolic distribution with time-varying parameters driven by the score of the observation density function. The key novelty in our approach is the fact that the...
Persistent link: https://www.econbiz.de/10011386468
Saved in:
66
Time series models with a common stochastic variance for analysing economic time series
Koopman, Siem Jan
;
Bos, Charles S.
-
2002
Persistent link: https://www.econbiz.de/10001718624
Saved in:
67
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:
68
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
-
2003
Persistent link: https://www.econbiz.de/10001792714
Saved in:
69
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:
70
Dynamic factor analysis in the presence of missing data
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
-
2009
Persistent link: https://www.econbiz.de/10003813787
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->