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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~language:"eng"
~person:"Gautier, Pieter"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Ooms, Marius"
~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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Kreditrisiko
Maximum-Likelihood-Schätzung
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Theorie
111
Theory
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Gautier, Pieter
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Ooms, Marius
Lucas, André
41
Dijk, Herman K. van
33
Vries, Casper G. de
18
Hoogerheide, Lennart
17
Bos, Charles S.
13
Teulings, Coen N.
13
Blasques, Francisco
12
Groot, Henri L. F. de
12
Hinloopen, Jeroen
12
Nijkamp, Peter
10
Marrewijk, Charles van
9
Opschoor, Anne
9
Dijk, Dick van
8
McAleer, Michael
8
Creal, Drew
7
Schwaab, Bernd
7
Daníelsson, Jón
6
Grassi, Stefano
6
Ommeren, Jos van
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
Perotti, Enrico C.
5
Ridder, Ad
5
Wagenvoort, Rien
5
Wijnbergen, Sweder van
5
Casarin, Roberto
4
Diks, Cees G. H.
4
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4
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4
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Discussion paper / Tinbergen Institute
Discussion paper series / LSE Financial Markets Group
Working paper / National Bureau of Economic Research, Inc.
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Tinbergen Institute Discussion Paper
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Discussion paper series / IZA
16
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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IZA Discussion Paper
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cemmap working paper
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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
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:
9
Directed search in the housing market
Albrecht, James W.
;
Gautier, Pieter
;
Vroman, Susan B.
-
2010
Persistent link: https://www.econbiz.de/10003934200
Saved in:
10
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
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