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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"HWWA discussion paper"
~language:"eng"
~person:"Butter, Frank A. G. den"
~person:"Florax, Raymond J. G. M."
~person:"Frijters, Paul"
~person:"Gil-Alaña, Luis A."
~person:"Koopman, Siem Jan"
~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
Maximum-Likelihood-Schätzung
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143
Theory
143
Time series analysis
66
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94
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Graue Literatur
89
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Butter, Frank A. G. den
Florax, Raymond J. G. M.
Frijters, Paul
Gil-Alaña, Luis A.
Koopman, Siem Jan
Lucas, André
39
Caporale, Guglielmo Maria
22
McAleer, Michael
18
Groot, Henri L. F. de
15
Bos, Charles S.
14
Teulings, Coen N.
13
Nijkamp, Peter
12
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
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
Chang, Chia-Lin
4
Daníelsson, Jón
4
Diks, Cees G. H.
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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Discussion paper / Tinbergen Institute
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HWWA discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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11
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:
12
Likelihood-based analysis for dynamic factor models
Jungbacker, Borus
;
Koopman, Siem Jan
-
2008
Persistent link: https://www.econbiz.de/10003645197
Saved in:
13
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:
14
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739803
Saved in:
15
Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den
;
Jansen, Pieter W.
-
2008
Persistent link: https://www.econbiz.de/10003787153
Saved in:
16
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:
17
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
Saved in:
18
Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428295
Saved in:
19
Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428302
Saved in:
20
Likelihood functions for state space models with diffuse initial conditions
Francke, Marc K.
;
Koopman, Siem Jan
;
Vos, Aart F. de
-
2008
Persistent link: https://www.econbiz.de/10003706020
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