//--> //--> //--> //-->
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:"CESifo 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 papers / Federal Reserve Bank of Boston"
~language:"eng"
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Ravazzolo, Francesco"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"Theory"
~subject:"USA"
~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"
~type_genre:"Working Paper"
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
Kreditrisiko
Maximum-Likelihood-Schätzung
Meta-Analyse
Prognoseverfahren
Schätzung
Simulation
Theory
USA
United States
Volatilität
Wirtschaftswachstum
World
Theorie
137
Time series analysis
80
Zeitreihenanalyse
80
State space model
45
Zustandsraummodell
45
Estimation
35
Stochastic process
31
Stochastischer Prozess
31
Forecasting model
28
Volatility
28
Monte Carlo simulation
27
Monte-Carlo-Simulation
27
Welt
19
Maximum likelihood estimation
18
Business cycle
17
Konjunktur
17
fractional integration
14
Börsenkurs
11
Credit risk
11
Factor analysis
11
Faktorenanalyse
11
Share price
11
Statistical distribution
11
Statistische Verteilung
11
ARCH model
10
ARCH-Modell
10
Bayes-Statistik
10
Bayesian inference
10
Kalman filter
10
more ...
less ...
Online availability
All
Free
138
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Collection of articles written by one author
Handbuch
Non-commercial literature
Working Paper
Arbeitspapier
149
Graue Literatur
141
Language
All
English
Author
All
Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Ravazzolo, Francesco
Nijkamp, Peter
129
Verhoef, Erik T.
118
Lucas, André
72
Brink, René van den
70
Dur, Robert A. J.
69
Bergh, Jeroen C. J. M. van den
66
Pesaran, M. Hashem
66
Dijk, Herman K. van
64
Rietveld, Piet
63
Laan, Gerard van der
56
Caporale, Guglielmo Maria
53
Ploeg, Frederick van der
50
Vries, Casper G. de
45
Teulings, Coen N.
44
Herings, Peter Jean-Jacques
42
Janssen, Maarten C. W.
41
Hommes, Cars H.
39
McAleer, Michael
39
Groot, Henri L. F. de
38
Winden, Frans A. A. M. van
36
Swank, Otto H.
35
Marrewijk, Charles van
34
Praag, Bernard M. S. van
33
Francois, Joseph F.
32
Koskela, Erkki
32
Hinloopen, Jeroen
31
Larch, Mario
31
Brueckner, Jan K.
30
Dreher, Axel
30
Egger, Peter
30
Eichner, Thomas
30
Jacobs, Bas
30
Perotti, Enrico C.
30
Viaene, Jean-Marie
30
Withagen, Cees
30
Moraga-González, José Luis
29
Philippopulos, Apostolēs
29
Panteghini, Paolo
28
De Grauwe, Paul
27
more ...
less ...
Institution
All
Hamburgisches Welt-Wirtschafts-Archiv
1
Published in...
All
CESifo working papers
Discussion paper / Tinbergen Institute
Discussion paper series / UCL Economics
HWWA discussion paper
Research memorandum / METEOR
Study paper
Working papers / Federal Reserve Bank of Boston
Working paper / National Bureau of Economic Research, Inc.
45
Discussion paper series / IZA
39
Economics and finance working paper series
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Tinbergen Institute Discussion Paper
14
Discussion papers of interdisciplinary research project 373
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Technical working paper / National Bureau of Economic Research
9
UCD Geary Institute discussion paper series
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Norges Bank
7
Bozen economics & management paper series : BEMPS
5
CAMP working paper series
5
Discussion paper / Center for Economic Research, Tilburg University
5
Handbooks in economics
5
Working paper series / European Central Bank
4
Working papers
4
CAMA working paper series
3
CREATES research paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
3
EUI working paper / ECO
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
cemmap working paper
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
DNB working paper
2
Department of Economics working papers
2
Econometric Institute research papers
2
NBER working paper series
2
Working paper / IFAU - Institute for Labour Market Policy Evaluation
2
Working papers / Innocenzo Gasparini Institute for Economic Research
2
ZEW discussion papers
2
BIS working papers
1
Department of Economics working paper series
1
Discussion paper / Centre for Economic Forecasting
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Statistics Netherlands
1
more ...
less ...
Source
All
ECONIS (ZBW)
149
Showing
71
-
80
of
149
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Modeling trigonometric seasonal components for monthly economic time series
Hindrayanto, Irma
;
Aston, John A.D.
;
Koopman, Siem Jan
; …
-
2010
The basic structural time series model has been designed for the modelling and forecasting of seasonal economic time series. In this paper we explore a generalisation of the basic structural time series model in which the time-varying trigonometric terms associated with different seasonal...
Persistent link: https://www.econbiz.de/10011379642
Saved in:
72
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:
73
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:
74
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:
75
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:
76
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:
77
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:
78
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001590381
Saved in:
79
Time series modelling of daily tax revenues
Koopman, Siem Jan
;
Ooms, Marius
-
2001
Persistent link: https://www.econbiz.de/10001569678
Saved in:
80
Environmental regulation and competitiveness
Mulatu, Abay
;
Florax, Raymond J. G. M.
;
Withagen, Cees
-
2001
Persistent link: https://www.econbiz.de/10001570600
Saved in:
First
Prev
4
5
6
7
8
9
10
11
12
13
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->