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~isPartOf:"DNB working papers"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion papers / The Centre for International Macroeconomics"
~isPartOf:"EUI working paper / ECO"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Johansen, Søren"
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~person:"Mahieu, Ronald J."
~person:"Wijnbergen, Sweder van"
~subject:"ARCH-Modell"
~subject:"EU-Staaten"
~subject:"Faktorenanalyse"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Gil-Alaña, Luis A.
Heckman, James J.
Johansen, Søren
Klaassen, Franc
Koopman, Siem Jan
Mahieu, Ronald J.
Wijnbergen, Sweder van
Lucas, André
36
Dijk, Herman K. van
22
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Creal, Drew
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Gautier, Pieter
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Jungbacker, Borus
5
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ECONIS (ZBW)
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61
The multi-state latent factor intensity model for credit rating transitions
Koopman, Siem Jan
;
Lucas, André
;
Monteiro, André Antonio
-
2005
Persistent link: https://www.econbiz.de/10002983309
Saved in:
62
Why frequency matters for unit root testing
Boswijk, Herman Peter
;
Klaassen, Franc
-
2004
Persistent link: https://www.econbiz.de/10002460692
Saved in:
63
Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.
(
contributor
); …
-
2001
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001726255
Saved in:
64
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
-
2003
Persistent link: https://www.econbiz.de/10001792714
Saved in:
65
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:
66
A small sample correction of the test for cointegrating rank in the vector autoregressive model
Johansen, Søren
-
2000
Persistent link: https://www.econbiz.de/10001541067
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
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994030
Saved in:
69
Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994031
Saved in:
70
A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389411
Saved in:
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