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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~language:"eng"
~person:"Basturk, Nalan"
~person:"Dijk, Dick van"
~person:"Gautier, Pieter"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Ooms, Marius"
~subject:"EU-Staaten"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~subject:"Zustandsraummodell"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Non-commercial literature"
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Basturk, Nalan
Dijk, Dick van
Gautier, Pieter
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Ooms, Marius
Lucas, André
47
Dijk, Herman K. van
32
McAleer, Michael
20
Vries, Casper G. de
20
Hoogerheide, Lennart
17
Bos, Charles S.
16
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15
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13
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13
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11
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11
Hinloopen, Jeroen
10
Opschoor, Anne
9
Wijnbergen, Sweder van
9
Marrewijk, Charles van
8
Creal, Drew
7
Schwaab, Bernd
7
Daníelsson, Jón
6
Diks, Cees G. H.
6
Giesecke, Kay
6
Gooijer, Jan G. de
6
Grassi, Stefano
6
Klaassen, Franc
6
Linton, Oliver
6
Mooij, Ruud A. de
6
Pozzi, Lorenzo
6
Scharth, Marcel
6
Wel, Michel van der
6
Ardia, David
5
Chang, Chia-Lin
5
Florax, Raymond J. G. M.
5
Härdle, Wolfgang
5
Jungbacker, Borus
5
Ommeren, Jos van
5
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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1
Global credit risk :
world
, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
-
2015
area sovereign debt crises. We find that macro and default-specific
world
factors are a primary source of default …
Persistent link: https://www.econbiz.de/10010484886
Saved in:
2
Generalized dynamic panel data models with random effects for cross-section and time
Mesters, Geert
;
Koopman, Siem Jan
-
2012
Persistent link: https://www.econbiz.de/10009722706
Saved in:
3
Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd
;
Lucas, André
;
Koopman, Siem Jan
-
2010
Persistent link: https://www.econbiz.de/10008771823
Saved in:
4
Likelihood-based analysis for dynamic factor models
Jungbacker, Borus
;
Koopman, Siem Jan
-
2008
Persistent link: https://www.econbiz.de/10003645197
Saved in:
5
An hourly periodic state space model for modelling French national electricity load
Dordonnat, V.
;
Koopman, Siem Jan
;
Ooms, Marius
; …
-
2008
Persistent link: https://www.econbiz.de/10003645204
Saved in:
6
A general framework for observation driven time-varying parameter models
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2008
Persistent link: https://www.econbiz.de/10003787160
Saved in:
7
Spline smoothing over difficult regions : a state space approach
Koopman, Siem Jan
;
Wong, Soon Yip
-
2008
Persistent link: https://www.econbiz.de/10003811428
Saved in:
8
Directed search in the housing market
Albrecht, James W.
;
Gautier, Pieter
;
Vroman, Susan B.
-
2010
Persistent link: https://www.econbiz.de/10003934200
Saved in:
9
Models with time-varying mean and variance : a robust analysis of US industrial production
Bos, Charles S.
;
Koopman, Siem Jan
-
2010
Persistent link: https://www.econbiz.de/10003973299
Saved in:
10
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
Persistent link: https://www.econbiz.de/10003973316
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