//--> //--> //--> //-->
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:"Global COE Hi-Stat discussion paper series"
~isPartOf:"HWWA discussion paper"
~isPartOf:"NBER working paper series"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~person:"Blasques, Francisco"
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Ooms, Marius"
~person:"Scharth, Marcel"
~subject:"EU countries"
~subject:"Forecasting model"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatilität"
~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
| 29 applied filters
Year of publication
From:
To:
Subject
All
EU countries
Forecasting model
Kreditrisiko
Markov-Kette
Maximum-Likelihood-Schätzung
Meta-Analyse
Schätzung
USA
Volatilität
Theorie
162
Theory
162
Time series analysis
58
Zeitreihenanalyse
58
State space model
45
Zustandsraummodell
45
Estimation
34
Stochastic process
32
Stochastischer Prozess
32
United States
32
Volatility
30
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
Prognoseverfahren
23
Maximum likelihood estimation
20
Welt
15
World
15
Simulation
13
Credit risk
12
Business cycle
11
Factor analysis
11
Faktorenanalyse
11
Konjunktur
11
ARCH model
10
ARCH-Modell
10
Kalman filter
10
EU-Staaten
9
Bildungsertrag
8
Bildungsinvestition
8
Causality analysis
8
Correlation
8
Economic growth
8
Estimation theory
8
more ...
less ...
Online availability
All
Free
101
Undetermined
6
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
124
Working Paper
124
Graue Literatur
118
Language
All
English
Author
All
Blasques, Francisco
Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Ooms, Marius
Scharth, Marcel
Lucas, André
52
Dijk, Herman K. van
34
McAleer, Michael
23
Acemoglu, Daron
22
Diebold, Francis X.
22
Aizenman, Joshua
20
Bekaert, Geert
19
Glaeser, Edward L.
19
Rose, Andrew
19
Bos, Charles S.
16
Nijkamp, Peter
16
Christiano, Lawrence J.
15
Dijk, Dick van
15
Groot, Henri L. F. de
15
Hoogerheide, Lennart
15
Mulligan, Casey B.
15
Alesina, Alberto
14
Caballero, Ricardo J.
14
Hommes, Cars H.
14
Schwaab, Bernd
14
Bordo, Michael D.
13
Chinn, Menzie David
13
Cutler, David M.
13
Engel, Charles
13
Teulings, Coen N.
13
Vries, Casper G. de
13
Barro, Robert J.
12
Campbell, John Y.
12
Eichenbaum, Martin S.
11
Frankel, Jeffrey A.
11
Goldberg, Linda S.
11
Hamilton, James D.
11
Wei, Shang-jin
11
Bloom, Nicholas
10
Giannone, Domenico
10
Hall, Robert Ernest
10
more ...
less ...
Institution
All
Hamburgisches Welt-Wirtschafts-Archiv
1
National Bureau of Economic Research
1
Published in...
All
Discussion paper / Tinbergen Institute
Discussion paper series / UCL Economics
Global COE Hi-Stat discussion paper series
HWWA discussion paper
NBER working paper series
Technical working paper / National Bureau of Economic Research
Working paper / National Bureau of Economic Research, Inc.
Working paper series / European Central Bank
CESifo working papers
14
Economics and finance working paper series
14
Discussion paper series / IZA
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers of interdisciplinary research project 373
7
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
Working paper
2
Working papers / Federal Reserve Bank of Boston
2
BIS working papers
1
CREATES research paper
1
DNB working paper
1
Department of Economics working paper series
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 / LSE Financial Markets Group
1
Discussion papers / The Centre for International Macroeconomics
1
Estudos e documentos de trabalho
1
Research memorandum / METEOR
1
Research series / Universiteit van Amsterdam
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Sheffield economic research paper series
1
Study paper
1
Tinbergen Institute research series
1
UCD Geary Institute discussion paper series
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
ZEW discussion papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
118
Showing
61
-
70
of
118
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
We propose a new class of observation-driven time-varying parameter models for dynamic volatilities and correlations to handle time series from heavy-tailed distributions. The model adopts generalized autoregressive score dynamics to obtain a time-varying covariance matrix of the multivariate...
Persistent link: https://www.econbiz.de/10011380135
Saved in:
62
Systemic risk diagnostics
Schwaab, Bernd
;
Lucas, André
;
Koopman, Siem Jan
-
2010
, and the rest of the
world
. Controlling for global,region-specific, and industry effects, we construct coincident measures …
Persistent link: https://www.econbiz.de/10011382067
Saved in:
63
Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
-
2011
This paper has been accepted for publication in the 'Review of Economics and Statistics'.We propose a dynamic factor model for mixed-measurement and mixed-frequency panel data. In this framework time series observations may come from a range of families of parametric distributions, may be...
Persistent link: https://www.econbiz.de/10011383248
Saved in:
64
Numerically accelerated importance sampling for nonlinear non-Gaussian state space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
-
2012
We introduce a new efficient importance sampler for nonlinear non-Gaussian state space models. We propose a general and efficient likelihood evaluation method for this class of models via the combination of numerical and Monte Carlo integration methods. Our methodology explores the idea that...
Persistent link: https://www.econbiz.de/10011386179
Saved in:
65
Modeling dynamic volatilities and correlations under skewness and fat tails
Zhang, Xin
;
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2011
We propose a new model for dynamic volatilities and correlations of skewed and heavy-tailed data. Our model endows the Generalized Hyperbolic distribution with time-varying parameters driven by the score of the observation density function. The key novelty in our approach is the fact that the...
Persistent link: https://www.econbiz.de/10011386468
Saved in:
66
Time series models with a common stochastic variance for analysing economic time series
Koopman, Siem Jan
;
Bos, Charles S.
-
2002
Persistent link: https://www.econbiz.de/10001718624
Saved in:
67
Removing the veil of ignorance in assessing the distributional impacts of social policies
Carneiro, Pedro
;
Hansen, Karsten T.
;
Heckman, James J.
-
2002
Persistent link: https://www.econbiz.de/10001656782
Saved in:
68
The performance of performance standards
Heckman, James J.
;
Heinrich, Carolyn J.
;
Smith, Jeffrey A.
-
2002
Persistent link: https://www.econbiz.de/10001677415
Saved in:
69
Treatment effects for discrete outcomes when responses to treatment vary among observationally identical persons : an application to Norwegian vocational rehabilitation programs
Aakvik, Arild
;
Heckman, James J.
;
Vytlacil, Edward
-
2000
Persistent link: https://www.econbiz.de/10001515193
Saved in:
70
Simple estimators for treatment parameters in a latent variable framework with an application to estimating the returns to schooling
Heckman, James J.
;
Tobias, Justin L.
;
Vytlacil, Edward
-
2000
Persistent link: https://www.econbiz.de/10001520893
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->