//--> //--> //--> //-->
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"
~language:"eng"
~person:"Daltung, Sonja"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Patton, Andrew J."
~subject:"EU-Staaten"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"State space model"
~subject:"Statistische Verteilung"
~subject:"Theory"
~subject:"USA"
~subject:"United States"
~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
| 24 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Kreditrisiko
Maximum-Likelihood-Schätzung
Schätzung
Simulation
State space model
Statistische Verteilung
Theory
USA
United States
Zustandsraummodell
Theorie
90
Time series analysis
56
Zeitreihenanalyse
56
Stochastic process
28
Stochastischer Prozess
28
Volatility
26
Volatilität
26
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Estimation
20
Forecasting model
20
Prognoseverfahren
20
Maximum likelihood estimation
18
Business cycle
14
Konjunktur
14
Credit risk
11
Kalman filter
10
ARCH model
9
ARCH-Modell
9
Factor analysis
9
Faktorenanalyse
9
EU countries
8
Markov chain
7
Markov-Kette
7
Statistical distribution
7
importance sampling
7
Börsenkurs
6
Correlation
6
Importance sampling
6
more ...
less ...
Online availability
All
Free
84
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
92
Graue Literatur
87
Language
All
English
Author
All
Daltung, Sonja
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Patton, Andrew J.
Nijkamp, Peter
118
Verhoef, Erik T.
116
Brink, René van den
70
Lucas, André
70
Dijk, Herman K. van
63
Bergh, Jeroen C. J. M. van den
62
Rietveld, Piet
62
Laan, Gerard van der
52
Dur, Robert A. J.
51
Vries, Casper G. de
42
Janssen, Maarten C. W.
40
Hommes, Cars H.
36
Swank, Otto H.
34
Teulings, Coen N.
34
Winden, Frans A. A. M. van
32
Hinloopen, Jeroen
31
Groot, Henri L. F. de
30
Praag, Bernard M. S. van
27
Houba, Harold
26
Bos, Charles S.
25
Rouwendal, Jan
25
Schabert, Andreas
25
Haan, Laurens de
24
Hoogerheide, Lennart
24
Perotti, Enrico C.
24
Sonnemans, Joep
24
Berg, Vincent A. C. van den
23
Francois, Joseph F.
23
McAleer, Michael
23
Ommeren, Jos van
23
Dekker, Rommert
22
Dijk, Dick van
22
Franses, Philip Hans
22
Gautier, Pieter
21
Viaene, Jean-Marie
21
Blasques, Francisco
20
Kleibergen, Frank
20
Moraga-González, José Luis
20
Zhang, Shuzhong
20
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
Discussion paper series / LSE Financial Markets Group
Working paper / National Bureau of Economic Research, Inc.
44
Discussion paper series / IZA
39
CESifo working papers
23
Economics and finance working paper series
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Discussion papers of interdisciplinary research project 373
13
Technical working paper / National Bureau of Economic Research
9
UCD Geary Institute discussion paper series
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Discussion paper / Center for Economic Research, Tilburg University
5
Handbooks in economics
5
ERID working paper
4
CREATES research paper
3
Discussion paper / Department of Economics, University of California San Diego
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
EUI working paper / ECO
3
Seminar paper / Institute for International Economic Studies, University of Stockholm
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
DNB working paper
2
Department of Economics working papers
2
Discussion paper / Centre for Economic Policy Research
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Finance and economics discussion series
2
NBER working paper series
2
Research memorandum / METEOR
2
Sveriges Riksbank working paper series
2
Working paper / IFAU - Institute for Labour Market Policy Evaluation
2
Working paper series / Dipartimento di Economia Politica e Aziendale, Università degli Studi di Milano
2
Working paper series / European Central Bank
2
ZEW discussion papers
2
CFS working paper series
1
Department of Economics discussion paper series / University of Oxford
1
Department of Economics working paper series
1
Discussion paper / Centre for Economic Forecasting
1
Discussion paper / LSE Financial Markets Group
1
Discussion paper / Statistics Netherlands
1
more ...
less ...
Source
All
ECONIS (ZBW)
92
Showing
1
-
10
of
92
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Multiple-bank lending : diversification and free-riding in monitoring
Carletti, Elena
;
Cerasi, Vittoria
;
Daltung, Sonja
-
2004
Persistent link: https://www.econbiz.de/10002110804
Saved in:
8
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:
9
Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan
;
Ooms, Marius
;
Hindrayanto, Irma
-
2006
Persistent link: https://www.econbiz.de/10003408447
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->