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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~language:"eng"
~person:"Bos, Charles S."
~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:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~subject:"Zustandsraummodell"
~type:"book"
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Bos, Charles S.
Gautier, Pieter
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Ooms, Marius
Lucas, André
42
Dijk, Herman K. van
33
Vries, Casper G. de
20
Hoogerheide, Lennart
17
Nijkamp, Peter
14
Teulings, Coen N.
13
Blasques, Francisco
12
Groot, Henri L. F. de
12
Hinloopen, Jeroen
12
McAleer, Michael
10
Marrewijk, Charles van
9
Opschoor, Anne
9
Dijk, Dick van
8
Creal, Drew
7
Schwaab, Bernd
7
Wijnbergen, Sweder van
7
Daníelsson, Jón
6
Grassi, Stefano
6
Klaassen, Franc
6
Mooij, Ruud A. de
6
Ommeren, Jos van
6
Perotti, Enrico C.
6
Pozzi, Lorenzo
6
Scharth, Marcel
6
Wel, Michel van der
6
Ardia, David
5
Basturk, Nalan
5
Butter, Frank A. G. den
5
Florax, Raymond J. G. M.
5
Gooijer, Jan G. de
5
Hommes, Cars H.
5
Jungbacker, Borus
5
Ridder, Ad
5
Wagenvoort, Rien
5
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4
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4
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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
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
2000
-
rev.
Persistent link: https://www.econbiz.de/10001554496
Saved in:
3
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
1999
Persistent link: https://www.econbiz.de/10001412189
Saved in:
4
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:
5
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:
6
Likelihood-based analysis for dynamic factor models
Jungbacker, Borus
;
Koopman, Siem Jan
-
2008
Persistent link: https://www.econbiz.de/10003645197
Saved in:
7
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:
8
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:
9
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:
10
Extracting business cycles using semi-parametric time-varying spectra with applications to US macroeconomic time series
Koopman, Siem Jan
;
Wong, Soon Yip
-
2006
Persistent link: https://www.econbiz.de/10003408454
Saved in:
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