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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"HWWA discussion paper"
~language:"eng"
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Nijkamp, Peter"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Kreditrisiko
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Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Nijkamp, Peter
Lucas, André
39
McAleer, Michael
18
Groot, Henri L. F. de
15
Bos, Charles S.
14
Teulings, Coen N.
13
Vries, Casper G. de
11
Blasques, Francisco
10
Dijk, Herman K. van
10
Hommes, Cars H.
9
Schwaab, Bernd
7
Wijnbergen, Sweder van
7
Creal, Drew
6
Dijk, Dick van
6
Giesecke, Kay
6
Poot, Jacques
6
Pozzi, Lorenzo
6
Busse, Matthias
5
Gautier, Pieter
5
Ommeren, Jos van
5
Ooms, Marius
5
Scharth, Marcel
5
Sluis, Pieter J. van der
5
Allen, David E.
4
Asai, Manabu
4
Butter, Frank A. G. den
4
Chang, Chia-Lin
4
Daníelsson, Jón
4
Diks, Cees G. H.
4
Frijters, Paul
4
Hol Uspensky, Eugenie
4
Jungbacker, Borus
4
Koetse, Mark J.
4
Mahieu, Ronald J.
4
Monteiro, André Antonio
4
Moraleda Novo, Juan Manuel
4
Perotti, Enrico C.
4
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion paper / Tinbergen Institute
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Discussion papers of interdisciplinary research project 373
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61
Forecasting the variability of stock index returns with stochastic volatility models and implied volatility
Hol Uspensky, Eugenie
;
Koopman, Siem Jan
-
2000
Persistent link: https://www.econbiz.de/10001534834
Saved in:
62
Meta-analysis: A Tool for Upgrading Inputs of Macroeconomic Policy Models
Florax, Raymond J. G. M.
;
Groot, Henri L. F. de
;
Mooij, …
-
2002
Persistent link: https://www.econbiz.de/10001663843
Saved in:
63
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
-
2011
Persistent link: https://www.econbiz.de/10009720703
Saved in:
64
Continuous-time modelling with spatial dependence
Oud, Johannes H. L.
;
Folmer, Henk
;
Patuelli, Roberto
; …
-
2011
Persistent link: https://www.econbiz.de/10009720763
Saved in:
65
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
-
2011
Persistent link: https://www.econbiz.de/10009720782
Saved in:
66
Stationarity and ergodicity of univariate generalized autoregressive score processes
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
-
2012
Persistent link: https://www.econbiz.de/10009722625
Saved in:
67
Fast efficient importance sampling by state space methods
Koopman, Siem Jan
;
Nguyen, Thuy Minh
-
2012
Persistent link: https://www.econbiz.de/10009722707
Saved in:
68
The impact of effect size heterogeneity on meta-analysis : a Monte Carlo experiment
Koetse, Mark J.
;
Florax, Raymond J. G. M.
;
Groot, Henri …
-
2007
Persistent link: https://www.econbiz.de/10003644178
Saved in:
69
Likelihood-based analysis for dynamic factor models
Jungbacker, Borus
;
Koopman, Siem Jan
-
2008
Persistent link: https://www.econbiz.de/10003645197
Saved in:
70
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
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