//--> //--> //--> //-->
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:"HWWA discussion paper"
~language:"eng"
~person:"Casarin, Roberto"
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~subject:"ARCH-Modell"
~subject:"Kreditrisiko"
~subject:"Maximum likelihood estimation"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Statistical distribution"
~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"
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
| 24 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Kreditrisiko
Maximum likelihood estimation
Maximum-Likelihood-Schätzung
Meta-Analyse
Prognoseverfahren
Schätzung
Statistical distribution
USA
United States
Volatilität
Theorie
103
Theory
103
Time series analysis
54
Zeitreihenanalyse
54
State space model
44
Zustandsraummodell
44
Stochastic process
27
Stochastischer Prozess
27
Volatility
26
Forecasting model
25
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Estimation
22
Business cycle
11
Konjunktur
11
Simulation
11
Statistische Verteilung
11
Bayes-Statistik
10
Bayesian inference
10
Credit risk
10
Factor analysis
10
Faktorenanalyse
10
Kalman filter
10
Welt
10
World
10
ARCH model
9
EU countries
8
EU-Staaten
8
Economic growth
8
more ...
less ...
Online availability
All
Free
83
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
91
Working Paper
91
Graue Literatur
87
Language
All
English
Author
All
Casarin, Roberto
Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Lucas, André
47
Dijk, Herman K. van
36
McAleer, Michael
22
Hoogerheide, Lennart
18
Vries, Casper G. de
17
Blasques, Francisco
15
Bos, Charles S.
15
Dijk, Dick van
15
Groot, Henri L. F. de
15
Hommes, Cars H.
14
Teulings, Coen N.
13
Nijkamp, Peter
12
Hinloopen, Jeroen
10
Gooijer, Jan G. de
9
Opschoor, Anne
9
Diks, Cees G. H.
8
Marrewijk, Charles van
8
Schwaab, Bernd
8
Creal, Drew
7
Grassi, Stefano
7
Hoogerheide, Lennart F.
7
Ravazzolo, Francesco
7
Wijnbergen, Sweder van
7
Ardia, David
6
Basturk, Nalan
6
Ooms, Marius
6
Paap, Richard
6
Poot, Jacques
6
Pozzi, Lorenzo
6
Scharth, Marcel
6
Allen, David E.
5
Busse, Matthias
5
Butter, Frank A. G. den
5
Chang, Chia-Lin
5
Daníelsson, Jón
5
Gautier, Pieter
5
Jungbacker, Borus
5
more ...
less ...
Institution
All
Hamburgisches Welt-Wirtschafts-Archiv
1
Published in...
All
Discussion paper / Tinbergen Institute
Discussion paper series / UCL Economics
HWWA discussion paper
Working paper / National Bureau of Economic Research, Inc.
20
CESifo working papers
14
Discussion paper series / IZA
13
Economics and finance working paper series
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers of interdisciplinary research project 373
7
Working papers
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
EUI working paper / ECO
3
Working paper / Norges Bank
3
CREATES research paper
2
Department of Economics working papers
2
Technical working paper / National Bureau of Economic Research
2
Working paper series / European Central Bank
2
Bozen economics & management paper series : BEMPS
1
CAMP working paper series
1
Department of Economics working paper series
1
Discussion paper / Centre for Economic Policy Research
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
Research memorandum / METEOR
1
Sheffield economic research paper series
1
Staff reports / Federal Reserve Bank of New York
1
Study paper
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
Working papers / Federal Reserve Bank of Boston
1
Working papers / Innocenzo Gasparini Institute for Economic Research
1
ZEW discussion papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
87
Showing
41
-
50
of
87
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
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:
42
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:
43
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:
44
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:
45
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:
46
The stochastic volatility on mean model : empirical evidence from international stock markets
Koopman, Siem Jan
;
Uspensky, Eugenie Hol
-
2000
Persistent link: https://www.econbiz.de/10001472890
Saved in:
47
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
-
2003
Persistent link: https://www.econbiz.de/10001792714
Saved in:
48
Tracking growth and the business cycle : a stochastic common cycle model for the euro area
Azevedo, João Valle e
;
Koopman, Siem Jan
;
Rua, António
-
2003
Persistent link: https://www.econbiz.de/10001792789
Saved in:
49
Non-linearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001873870
Saved in:
50
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:
First
Prev
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->