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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"HWWA discussion paper"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~language:"eng"
~person:"Allen, David E."
~person:"Angrist, Joshua D."
~person:"Asai, Manabu"
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Lucas, André"
~person:"Sala, Hector"
~person:"Sluis, Pieter J. van der"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Allen, David E.
Angrist, Joshua D.
Asai, Manabu
Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Lucas, André
Sala, Hector
Sluis, Pieter J. van der
Dijk, Herman K. van
27
McAleer, Michael
22
Vries, Casper G. de
21
Teulings, Coen N.
17
Dijk, Dick van
15
Groot, Henri L. F. de
15
Bos, Charles S.
14
Hommes, Cars H.
14
Nijkamp, Peter
14
Schneider, Friedrich
14
Blasques, Francisco
13
Werker, Bas J. M.
11
Hoogerheide, Lennart
10
Soest, Arthur van
9
Diks, Cees G. H.
8
Heshmati, Almas
8
Jenkins, Stephen
8
Pesaran, M. Hashem
8
Poot, Jacques
8
Schwaab, Bernd
8
Wijnbergen, Sweder van
8
Woessmann, Ludger
8
Guner, Nezih
7
Nijman, Theodore E.
7
Polachek, Solomon W.
7
Ravazzolo, Francesco
7
Alessie, Rob
6
Berg, Gerard J. van den
6
Chang, Chia-Lin
6
Creal, Drew
6
Daníelsson, Jón
6
Gautier, Pieter
6
Gooijer, Jan G. de
6
Grassi, Stefano
6
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23
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81
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:
82
Treatment effects for discrete outcomes when responses to treatment vary among observationally identical persons : an application to Norwegian vocational rehabilitation programs
Aakvik, Arild
;
Heckman, James J.
;
Vytlacil, Edward
-
2000
Persistent link: https://www.econbiz.de/10001515193
Saved in:
83
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:
84
Index option pricing models with stochastic volatility and stochastic interest rates
Jiang, George J.
;
Sluis, Pieter J. van der
-
2000
Persistent link: https://www.econbiz.de/10001473253
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85
Analytic decision rules for financial stochastic programs
Siegmann, Arjen H.
;
Lucas, André
-
2000
Persistent link: https://www.econbiz.de/10001477415
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86
Tail behavior of credit loss distributions for general latent factor models
Lucas, André
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001554549
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87
Black scholes for portfolios of options in discrete time : the price is right, the hedge is wrong
Peeters, Bas
;
Dert, Cees
;
Lucas, André
-
2003
Persistent link: https://www.econbiz.de/10001884326
Saved in:
88
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
-
2003
Persistent link: https://www.econbiz.de/10001792714
Saved in:
89
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:
90
Non-linearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001873870
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