//--> //--> //--> //-->
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:"DNB working papers"
~isPartOf:"Discussion paper / Tinbergen Institute"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Janssen, Maarten C. W."
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~person:"Wijnbergen, Sweder van"
~subject:"EU-Staaten"
~subject:"Faktorenanalyse"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~subject:"United States"
~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
| 22 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Faktorenanalyse
Kreditrisiko
Markov-Kette
Maximum-Likelihood-Schätzung
Schätzung
Theory
USA
United States
Theorie
146
Time series analysis
50
Zeitreihenanalyse
50
State space model
43
Zustandsraummodell
43
Volatility
29
Volatilität
29
Stochastic process
28
Stochastischer Prozess
28
Estimation
26
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Forecasting model
20
Prognoseverfahren
20
Maximum likelihood estimation
18
Welt
18
World
18
EU countries
16
Finanzkrise
13
Business cycle
12
Financial crisis
12
Konjunktur
12
Credit risk
11
ARCH model
10
ARCH-Modell
10
Kalman filter
10
Factor analysis
9
Simulation
9
Geldpolitik
8
Monetary policy
8
Bank risk
7
Bankrisiko
7
more ...
less ...
Online availability
All
Free
130
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
157
Working Paper
157
Graue Literatur
151
Language
All
English
Author
All
Gil-Alaña, Luis A.
Heckman, James J.
Janssen, Maarten C. W.
Klaassen, Franc
Koopman, Siem Jan
Wijnbergen, Sweder van
Verhoef, Erik T.
115
Nijkamp, Peter
112
Brink, René van den
70
Lucas, André
67
Dijk, Herman K. van
62
Bergh, Jeroen C. J. M. van den
60
Rietveld, Piet
58
Laan, Gerard van der
52
Dur, Robert A. J.
49
Vries, Casper G. de
38
Hommes, Cars H.
34
Teulings, Coen N.
34
Swank, Otto H.
31
Winden, Frans A. A. M. van
31
Hinloopen, Jeroen
28
Groot, Henri L. F. de
27
Praag, Bernard M. S. van
26
Bos, Charles S.
25
Houba, Harold
25
Rouwendal, Jan
25
Schabert, Andreas
25
Hoogerheide, Lennart
24
Berg, Vincent A. C. van den
23
McAleer, Michael
23
Francois, Joseph F.
22
Haan, Laurens de
22
Ommeren, Jos van
22
Sonnemans, Joep
22
Dekker, Rommert
21
Dijk, Dick van
21
Franses, Philip Hans
21
Gautier, Pieter
21
Perotti, Enrico C.
21
Viaene, Jean-Marie
21
Blasques, Francisco
20
Moraga-González, José Luis
20
Kleibergen, Frank
19
more ...
less ...
Published in...
All
DNB working papers
Discussion paper / Tinbergen Institute
Working paper / National Bureau of Economic Research, Inc.
41
Discussion paper series / IZA
39
CESifo working papers
25
Economics and finance working paper series
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Discussion papers of interdisciplinary research project 373
13
Discussion paper / Center for Economic Research, Tilburg University
10
UCD Geary Institute discussion paper series
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Technical working paper / National Bureau of Economic Research
7
Discussion papers / CEPR
6
Memorandum from (the) Institute of Economic Research, Faculty of Economics, University of Groningen
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Handbooks in economics
5
Discussion paper / Centre for Economic Policy Research
4
Working papers / Department of Economics, University of Vienna
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
EUI working paper / ECO
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
TRACE discussion papers / Tinbergen Institute
3
ZEW discussion papers
3
Department of Economics working papers
2
NBER working paper series
2
Research memorandum / METEOR
2
Working paper / IFAU - Institute for Labour Market Policy Evaluation
2
Working paper series / European Central Bank
2
CREATES research paper
1
CentER dissertation series / Center for Economic Research, Tilburg University : CDS
1
DNB working paper
1
Department of Economics working paper series
1
Discussion paper
1
Discussion paper / Centre for Economic Forecasting
1
Discussion paper / Statistics Netherlands
1
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
1
Discussion paper series / Institute for Economic Research, Erasmus University Rotterdam
1
Discussion paper series / Institute for Economic Research, Erasmus University Rotterdam / Institute for Economic Research, Erasmus University Rotterdam
1
more ...
less ...
Source
All
ECONIS (ZBW)
151
Showing
41
-
50
of
151
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Models with time-varying mean and variance : a robust analysis of US industrial production
Bos, Charles S.
;
Koopman, Siem Jan
-
2010
Many seasonal macroeconomic time series are subject to changes in their means and variances over a long time horizon. In this paper we propose a general treatment for the modelling of time-varying features in economic time series. We show that time series models with mean and variance functions...
Persistent link: https://www.econbiz.de/10011379641
Saved in:
42
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:
43
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:
44
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:
45
Catching hipo's : screening, wages and unemployment
Janssen, Maarten C. W.
-
2000
In this paper, I study the wage a firm sets to attract high abilityworkers (hipo's) in situationsof unemployment. I show that the higher unemployment, the larger afirm's incentives to sorthigh and low ability workers. Moreover, workers will signal their(high) ability in situationsof (high)...
Persistent link: https://www.econbiz.de/10011303310
Saved in:
46
The stochastic volatility in mean model
Koopman, Siem Jan
;
Hol Uspensky, Eugenie
-
2000
In this paper we present an exact maximum likelihood treatment forthe estimation of a Stochastic Volatility in Mean(SVM) model based on Monte Carlo simulation methods. The SVM modelincorporates the unobserved volatility as anexplanatory variable in the mean equation. The same extension...
Persistent link: https://www.econbiz.de/10011303314
Saved in:
47
Continuous time trading in markets with adverse selection
Janssen, Maarten C. W.
;
Karamychev, Vladimir A.
-
2000
We investigate the nature of the adverse selection problem in a market for adurable goodwhere trading and entry of new buyers and sellers takes place in continuoustime. In thecontinuous time model equilibria with properties that are qualitativelydifferent from thestatic equilibria, emerge....
Persistent link: https://www.econbiz.de/10011304379
Saved in:
48
Forecasting the variability of stock index returns with stochastic volatility models and implied volatility
Hol Uspensky, Eugenie
;
Koopman, Siem Jan
-
2000
In this paper we compare the predictive abilility of Stochastic Volatility (SV)models to that of volatility forecasts implied by option prices. We develop anSV model with implied volatility as an exogeneous var able in the varianceequation which facilitates the use of statistical tests for...
Persistent link: https://www.econbiz.de/10011304384
Saved in:
49
Adoption of superior technology in markets with heterogeneous network externalities and price competition
Janssen, Maarten C. W.
;
Mendys-Kamphorst, Ewa
-
2000
In this paper we investigate whether markets with heterogeneous network externalities can belocked-in by old technologies even if superior technologies are available. Heterogeneous networkexternalities are present when some consumers care more about the size of the market share of agood than...
Persistent link: https://www.econbiz.de/10011304401
Saved in:
50
Multi-store competition : market segmentation or interlacing?
Janssen, Maarten C. W.
;
Karamychev, Vladimir A.
; …
-
2004
This paper develops a model for multi-store competition between firms. Using thefact that different firms have different outlets and produce horizontally differentiated goods, we obtain a pure strategy equilibrium where firms choose a different location for each outlet and firms' locations are...
Persistent link: https://www.econbiz.de/10011333253
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->