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~isPartOf:"DNB Working Papers"
~person:"Kilian, Lutz"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
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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 …
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