//--> //--> //--> //-->
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 / LSE Financial Markets Group"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Research memorandum / METEOR"
~language:"eng"
~person:"Banerjee, Anindya"
~person:"Basturk, Nalan"
~person:"Gautier, Pieter"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"Statistische Verteilung"
~subject:"Stochastic process"
~subject:"USA"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~subject:"Zustandsraummodell"
~type:"book"
~type_genre:"Arbeitspapier"
~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
| 27 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Kreditrisiko
Maximum-Likelihood-Schätzung
Schätzung
Simulation
Statistische Verteilung
Stochastic process
USA
United States
Zeitreihenanalyse
Zustandsraummodell
Theorie
133
Theory
133
Time series analysis
65
State space model
46
Estimation
28
Stochastischer Prozess
28
Volatility
27
Volatilität
27
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Forecasting model
24
Prognoseverfahren
24
Maximum likelihood estimation
18
Business cycle
17
Konjunktur
17
Bayesian inference
13
Bayes-Statistik
12
Statistical distribution
11
Credit risk
10
EU countries
10
Kalman filter
10
Search theory
10
Suchtheorie
10
ARCH model
9
ARCH-Modell
9
Factor analysis
9
Faktorenanalyse
9
importance sampling
9
Markov chain
8
more ...
less ...
Online availability
All
Free
92
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
Collection of articles written by one author
Handbuch
Non-commercial literature
Working Paper
108
Graue Literatur
103
Language
All
English
Author
All
Banerjee, Anindya
Basturk, Nalan
Gautier, Pieter
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Lucas, André
53
Dijk, Herman K. van
46
Vries, Casper G. de
21
Blasques, Francisco
18
Bos, Charles S.
17
Hoogerheide, Lennart
17
Dijk, Dick van
15
Maravall Herrero, Agustín
14
McAleer, Michael
14
Nijkamp, Peter
14
Diks, Cees G. H.
13
Teulings, Coen N.
13
Groot, Henri L. F. de
12
Hinloopen, Jeroen
12
Franses, Philip Hans
11
Ooms, Marius
11
Gooijer, Jan G. de
10
Marcellino, Massimiliano
10
Paap, Richard
10
Lütkepohl, Helmut
9
Marrewijk, Charles van
9
Opschoor, Anne
9
Hommes, Cars H.
8
Kleibergen, Frank
8
Wijnbergen, Sweder van
8
Creal, Drew
7
Grassi, Stefano
7
Gómez, Víctor
7
Palm, Franz C.
7
Schwaab, Bernd
7
Artis, Michael J.
6
Daníelsson, Jón
6
Jungbacker, Borus
6
Klaassen, Franc
6
Koop, Gary
6
Mooij, Ruud A. de
6
Ommeren, Jos van
6
more ...
less ...
Institution
All
European University Institute / Department of Economics
3
Published in...
All
Discussion paper / Tinbergen Institute
Discussion paper series / LSE Financial Markets Group
EUI working paper / ECO
Research memorandum / METEOR
Working paper / National Bureau of Economic Research, Inc.
24
CESifo working papers
22
Discussion paper series / IZA
17
Economics and finance working paper series
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Discussion papers of interdisciplinary research project 373
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Centre for Economic Forecasting
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
Technical working paper / National Bureau of Economic Research
3
UCD Geary Institute discussion paper series
3
Applied economics discussion paper series
2
DNB working paper
2
Department of Economics working papers
2
Dundee discussion papers in economics
2
Working paper series / European Central Bank
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
CREATES research paper
1
Department of Economics working paper series
1
Discussion paper / Statistics Netherlands
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
1
Discussion paper series / UCL Economics
1
Discussion papers / Department of Economics, The University of Birmingham
1
Discussion papers / The Centre for International Macroeconomics
1
Documentos de trabajo / Banco de España, Servicio de Estudios
1
Estudos e documentos de trabalho
1
GSBE research memoranda
1
Global COE Hi-Stat discussion paper series
1
HWWA discussion paper
1
NBER working paper series
1
Sheffield economic research paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
108
Showing
51
-
60
of
108
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
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:
52
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:
53
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:
54
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:
55
A re-interpretation of the linear-quadratic model when inventories and sales are polynomially cointegrated
Banerjee, Anindya
(
contributor
);
Mizen, Paul
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001753803
Saved in:
56
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:
57
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001590381
Saved in:
58
Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan
;
Lai, Hung-neng
-
1999
Persistent link: https://www.econbiz.de/10001415847
Saved in:
59
Time series modelling of daily tax revenues
Koopman, Siem Jan
;
Ooms, Marius
-
2001
Persistent link: https://www.econbiz.de/10001569678
Saved in:
60
An empirical measure for labor market density
Gautier, Pieter
;
Teulings, Coen N.
-
2000
Persistent link: https://www.econbiz.de/10001471440
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->