//--> //--> //--> //-->
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:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"HWWA discussion paper"
~isPartOf:"Sveriges Riksbank working paper series"
~language:"eng"
~person:"Allen, David E."
~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:"Sluis, Pieter J. van der"
~person:"Teulings, Coen N."
~subject:"Humankapital"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~subject:"Wage structure"
~subject:"Zustandsraummodell"
~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
| 30 applied filters
Year of publication
From:
To:
Subject
All
Humankapital
Kreditrisiko
Maximum-Likelihood-Schätzung
Meta-Analyse
Prognoseverfahren
Schätzung
USA
United States
Volatilität
Wage structure
Zustandsraummodell
Theorie
220
Theory
220
Time series analysis
63
Zeitreihenanalyse
63
Estimation
49
State space model
44
Volatility
42
Stochastic process
34
Stochastischer Prozess
34
Forecasting model
25
Welt
25
World
25
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Maximum likelihood estimation
21
Portfolio selection
19
Portfolio-Management
19
Credit risk
18
Statistical distribution
18
Statistische Verteilung
18
Business cycle
14
Konjunktur
14
Lohnstruktur
14
Börsenkurs
13
Capital income
13
Factor analysis
13
Faktorenanalyse
13
Human capital
13
Kapitaleinkommen
13
Share price
13
more ...
less ...
Online availability
All
Free
145
Undetermined
1
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
167
Working Paper
167
Graue Literatur
161
Language
All
English
German
1
Author
All
Allen, David E.
Asai, Manabu
Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Lucas, André
Sluis, Pieter J. van der
Teulings, Coen N.
Dijk, Herman K. van
29
McAleer, Michael
21
Bos, Charles S.
16
Groot, Henri L. F. de
16
Nijkamp, Peter
16
Blasques, Francisco
14
Dijk, Dick van
14
Hommes, Cars H.
14
Schneider, Friedrich
14
Wasmer, Etienne
12
Dustmann, Christian
11
Vries, Casper G. de
11
Berg, Gerard J. van den
10
Hoogerheide, Lennart
10
Jenkins, Stephen
10
Schwaab, Bernd
10
Woessmann, Ludger
10
Belzil, Christian
9
Docquier, Frédéric
9
Gautier, Pieter
9
Hansen, Jörgen
9
Polachek, Solomon W.
9
Praag, Mirjam van
9
Snower, Dennis J.
9
Diks, Cees G. H.
8
Dur, Robert A. J.
8
Heshmati, Almas
8
Ooms, Marius
8
Pesaran, M. Hashem
8
Poot, Jacques
8
Sala, Hector
8
Wijnbergen, Sweder van
8
Yun, Myeong-Su
8
Zenou, Yves
8
Guner, Nezih
7
more ...
less ...
Institution
All
Forschungsinstitut zur Zukunft der Arbeit
1
Hamburgisches Welt-Wirtschafts-Archiv
1
Published in...
All
Discussion paper / Tinbergen Institute
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
Discussion paper series / IZA
HWWA discussion paper
Sveriges Riksbank working paper series
Working paper / National Bureau of Economic Research, Inc.
23
CESifo working papers
20
Economics and finance working paper series
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers of interdisciplinary research project 373
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
School of Accounting, Finance and Economics & FEMARC working paper series
6
Working paper series / European Central Bank
6
Discussion paper / Centre for Economic Policy Research
5
Working paper
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
UCD Geary Institute discussion paper series
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
EUI working paper / ECO
3
Econometric Institute research papers
3
Department of Economics working papers
2
Discussion paper / Center for Economic Research, Tilburg University
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Technical working paper / National Bureau of Economic Research
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
CFM discussion paper series
1
CPB discussion paper
1
CREATES research paper
1
Department of Economics working paper series
1
Discussion paper / Statistics Netherlands
1
Discussion paper series / LSE Financial Markets Group
1
Discussion paper series / UCL Economics
1
Discussion papers / The Centre for International Macroeconomics
1
Estudos e documentos de trabalho
1
Global COE Hi-Stat discussion paper series
1
IMES discussion paper series / Englische Ausgabe
1
NBER working paper series
1
Research memorandum / METEOR
1
Research report / Graduate School Research Institute Systems, Organisations and Management
1
Rotterdam Institute for Business Economic Studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
161
Showing
81
-
90
of
161
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
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:
82
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:
83
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:
84
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:
85
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:
86
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Estimation using simulation techniques may be very time consuming. Specification tests for structuralstability often require more than one of such computationally demanding estimators. Typically one for thesample, one for the post-sample and one for the combination of sample and post-sample is...
Persistent link: https://www.econbiz.de/10010339446
Saved in:
87
Fifty years of mincer earnings regressions
Heckman, James J.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760429
Saved in:
88
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:
89
Substitution and complementarity under comparative advantage and the accumulation of human capital
Teulings, Coen N.
-
1999
Persistent link: https://www.econbiz.de/10001412161
Saved in:
90
An empirical measure for labor market density
Gautier, Pieter
;
Teulings, Coen N.
-
2000
Persistent link: https://www.econbiz.de/10001471440
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->