//--> //--> //--> //-->
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 / UCL Economics"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"HWWA discussion paper"
~isPartOf:"Research memorandum / METEOR"
~language:"eng"
~person:"Giesecke, Kay"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~subject:"Cointegration"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~subject:"Zustandsraummodell"
~type:"book"
~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
| 23 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Kreditrisiko
Maximum-Likelihood-Schätzung
Meta-Analyse
Schätzung
USA
United States
Volatilität
Zustandsraummodell
Theorie
103
Theory
103
Time series analysis
62
Zeitreihenanalyse
62
State space model
43
Stochastic process
31
Stochastischer Prozess
31
Estimation
26
Volatility
26
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
Forecasting model
20
Prognoseverfahren
20
Maximum likelihood estimation
18
Credit risk
16
Business cycle
14
Konjunktur
14
Kalman filter
10
Simulation
10
ARCH model
9
ARCH-Modell
9
Factor analysis
9
Faktorenanalyse
9
Correlation
8
EU countries
8
EU-Staaten
8
Einheitswurzeltest
8
Korrelation
8
Unit root test
8
Börsenkurs
7
Kointegration
7
Markov chain
7
more ...
less ...
Online availability
All
Free
88
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Collection of articles written by one author
Handbuch
Non-commercial literature
Arbeitspapier
94
Working Paper
94
Graue Literatur
91
Language
All
English
Author
All
Giesecke, Kay
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Lucas, André
41
Dijk, Herman K. van
19
McAleer, Michael
18
Bos, Charles S.
16
Groot, Henri L. F. de
15
Blasques, Francisco
13
Nijkamp, Peter
13
Teulings, Coen N.
13
Lütkepohl, Helmut
11
Vries, Casper G. de
11
Florax, Raymond J. G. M.
10
Saikkonen, Pentti
10
Hommes, Cars H.
9
Ooms, Marius
8
Schwaab, Bernd
7
Wijnbergen, Sweder van
7
Creal, Drew
6
Dijk, Dick van
6
Paap, Richard
6
Poot, Jacques
6
Pozzi, Lorenzo
6
Scharth, Marcel
6
Wel, Michel van der
6
Busse, Matthias
5
Gautier, Pieter
5
Hoogerheide, Lennart
5
Jungbacker, Borus
5
Ommeren, Jos van
5
Sluis, Pieter J. van der
5
Allen, David E.
4
Asai, Manabu
4
Breitung, Jörg
4
Butter, Frank A. G. den
4
Chang, Chia-Lin
4
Daníelsson, Jón
4
Diks, Cees G. H.
4
Frijters, Paul
4
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Hamburgisches Welt-Wirtschafts-Archiv
1
Published in...
All
Discussion paper / Tinbergen Institute
Discussion paper series / UCL Economics
Discussion papers of interdisciplinary research project 373
HWWA discussion paper
Research memorandum / METEOR
Working paper / National Bureau of Economic Research, Inc.
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Economics and finance working paper series
15
CESifo working papers
14
Discussion paper series / IZA
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
CEMMAP working papers / Centre for Microdata Methods and Practice
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
CREATES research paper
1
Department of Economics working paper series
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Statistics Netherlands
1
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / The Centre for International Macroeconomics
1
Estudos e documentos de trabalho
1
Global COE Hi-Stat discussion paper series
1
NBER working paper series
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)
91
Showing
1
-
10
of
91
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
Skill policies for Scotland
Heckman, James J.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002520119
Saved in:
5
Likelihood-based analysis for dynamic factor models
Jungbacker, Borus
;
Koopman, Siem Jan
-
2008
Persistent link: https://www.econbiz.de/10003645197
Saved in:
6
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:
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
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
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
Saved in:
10
Analyzing the term structure of interest rates using the dynamic Nelson-Siegel model with time-varying parameters
Koopman, Siem Jan
;
Mallee, Max I. P.
;
Wel, Michel van der
-
2007
Persistent link: https://www.econbiz.de/10003609242
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...
//-->