//--> //--> //--> //-->
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:"Dijk, Dick van"
~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:"Multivariate Verteilung"
~subject:"Multivariate distribution"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"Statistische Verteilung"
~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
Multivariate Verteilung
Multivariate distribution
Schätzung
Simulation
Statistische Verteilung
USA
United States
Zustandsraummodell
Theorie
130
Theory
130
Time series analysis
66
Zeitreihenanalyse
66
State space model
45
Forecasting model
31
Prognoseverfahren
31
Volatility
31
Volatilität
31
Stochastic process
30
Stochastischer Prozess
30
Estimation
25
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Maximum likelihood estimation
18
Business cycle
15
Konjunktur
15
ARCH model
12
ARCH-Modell
12
Markov chain
12
Markov-Kette
12
Statistical distribution
11
Börsenkurs
10
Credit risk
10
Kalman filter
10
Search theory
10
Share price
10
Suchtheorie
10
Bayes-Statistik
9
Bayesian inference
9
more ...
less ...
Online availability
All
Free
83
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
87
Graue Literatur
83
Language
All
English
Author
All
Dijk, Dick van
Gautier, Pieter
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Lucas, André
43
Dijk, Herman K. van
33
Vries, Casper G. de
20
Hoogerheide, Lennart
17
Nijkamp, Peter
14
Bos, Charles S.
13
Teulings, Coen N.
13
Blasques, Francisco
12
Groot, Henri L. F. de
12
Hinloopen, Jeroen
12
McAleer, Michael
12
Marrewijk, Charles van
9
Opschoor, Anne
9
Ooms, Marius
8
Creal, Drew
7
Schwaab, Bernd
7
Wijnbergen, Sweder van
7
Daníelsson, Jón
6
Diks, Cees G. H.
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
Allen, David E.
5
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
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
Discussion paper series / LSE Financial Markets Group
Working paper / National Bureau of Economic Research, Inc.
23
Discussion paper series / IZA
16
CESifo working papers
13
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
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
EUI working paper / ECO
3
Department of Economics working papers
2
Technical working paper / National Bureau of Economic Research
2
UCD Geary Institute discussion paper series
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
DNB working paper
1
Department of Economics working paper series
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / School of Economics, The University of New South Wales
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 / The Centre for International Macroeconomics
1
Econometric Institute research papers
1
Estudos e documentos de trabalho
1
Global COE Hi-Stat discussion paper series
1
HWWA discussion paper
1
NBER working paper series
1
Research memorandum / METEOR
1
SSE EFI working paper series in economics and finance
1
Sheffield economic research paper series
1
Study paper
1
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
1
Working paper / IFAU - Institute for Labour Market Policy Evaluation
1
Working papers / Federal Reserve Bank of Boston
1
ZEW discussion papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
87
Showing
1
-
10
of
87
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
Out-of-sample comparison of Copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003787159
Saved in:
7
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:
8
A comparison of biased simulation schemes for stochastic volatility models
Lord, Roger
;
Koekkoek, Remmert
;
Dijk, Dick van
-
2006
Persistent link: https://www.econbiz.de/10003332143
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:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->