//--> //--> //--> //-->
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:"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:"Dées, Stéphane"
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Ravazzolo, Francesco"
~subject:"Factor analysis"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~subject:"Wirtschaftswachstum"
~subject:"World"
~type:"book"
~type_genre:"Collection of articles written by one author"
~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
| 30 applied filters
Year of publication
From:
To:
Subject
All
Factor analysis
Kreditrisiko
Maximum-Likelihood-Schätzung
Meta-Analyse
Prognoseverfahren
Schätzung
Simulation
USA
United States
Volatilität
Wirtschaftswachstum
World
Theorie
117
Theory
117
Time series analysis
60
Zeitreihenanalyse
60
State space model
45
Zustandsraummodell
45
Forecasting model
33
Estimation
29
Stochastic process
27
Stochastischer Prozess
27
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
Volatility
26
Welt
23
Maximum likelihood estimation
18
Business cycle
14
Konjunktur
14
Credit risk
13
Bayes-Statistik
12
Bayesian inference
12
Statistical distribution
12
Statistische Verteilung
12
EU countries
10
EU-Staaten
10
Faktorenanalyse
10
Kalman filter
10
ARCH model
9
ARCH-Modell
9
Börsenkurs
8
Economic growth
8
more ...
less ...
Online availability
All
Free
106
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Collection of articles written by one author
Non-commercial literature
Arbeitspapier
115
Working Paper
115
Graue Literatur
111
Language
All
English
Author
All
Dées, Stéphane
Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Ravazzolo, Francesco
Lucas, André
50
Dijk, Herman K. van
32
McAleer, Michael
32
Nijkamp, Peter
28
Groot, Henri L. F. de
25
Borio, Claudio E. V.
21
Hommes, Cars H.
18
Dijk, Dick van
17
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
Michaelowa, Axel
12
Vries, Casper G. de
12
Georgiadis, Georgios
11
Schmitz, Martin
11
Chang, Chia-Lin
10
Fratzscher, Marcel
10
Habib, Maurizio Michael
10
Mehl, Arnaud
10
Giannone, Domenico
9
Marrewijk, Charles van
9
Venditti, Fabrizio
9
Butter, Frank A. G. den
8
Diks, Cees G. H.
8
Dutschke, Michael
8
Franses, Philip Hans
8
Gambacorta, Leonardo
8
Paap, Richard
8
Amisano, Gianni
7
more ...
less ...
Institution
All
Hamburgisches Welt-Wirtschafts-Archiv
1
Published in...
All
BIS working papers
Discussion paper / Tinbergen Institute
Discussion paper series / UCL Economics
HWWA discussion paper
Research memorandum / METEOR
Study paper
Working paper series / European Central Bank
Working papers / Federal Reserve Bank of Boston
CESifo working papers
22
Working paper / National Bureau of Economic Research, Inc.
22
Discussion paper series / IZA
15
Economics and finance working paper series
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers of interdisciplinary research project 373
7
Working paper / Norges Bank
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
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 series / Tasmanian School of Business and Economics, University of Tasmania
3
EUI working paper / ECO
3
Working papers
3
Cambridge working papers in economics
2
Department of Economics working papers
2
Technical working paper / National Bureau of Economic Research
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
Centre for Climate Change Economics and Policy working paper
1
Department of Economics working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Statistics Netherlands
1
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / The Centre for International Macroeconomics
1
Documentos de trabajo / Banco de España
1
Econometric Institute research 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
Grantham Research Institute on Climate Change and the Environment working paper
1
NBER working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
111
Showing
61
-
70
of
111
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
We propose a new class of observation-driven time-varying parameter models for dynamic volatilities and correlations to handle time series from heavy-tailed distributions. The model adopts generalized autoregressive score dynamics to obtain a time-varying covariance matrix of the multivariate...
Persistent link: https://www.econbiz.de/10011380135
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
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001590381
Saved in:
68
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:
69
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
-
2003
Persistent link: https://www.econbiz.de/10001792714
Saved in:
70
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:
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...
//-->