//--> //--> //--> //-->
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:"Sheffield economic research paper series"
~language:"eng"
~person:"Casarin, Roberto"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~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
| 18 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Kreditrisiko
Maximum-Likelihood-Schätzung
Schätzung
Statistische Verteilung
USA
United States
Theorie
87
Theory
87
Time series analysis
53
Zeitreihenanalyse
53
State space model
44
Zustandsraummodell
44
Stochastic process
27
Stochastischer Prozess
27
Volatility
26
Volatilität
26
Forecasting model
25
Prognoseverfahren
25
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Estimation
18
Maximum likelihood estimation
18
Business cycle
11
Konjunktur
11
Statistical distribution
11
Bayes-Statistik
10
Bayesian inference
10
Credit risk
10
Factor analysis
10
Faktorenanalyse
10
Kalman filter
10
ARCH model
9
ARCH-Modell
9
Simulation
9
EU countries
8
Markov chain
7
Markov-Kette
7
importance sampling
7
Börsenkurs
6
more ...
less ...
Online availability
All
Free
54
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
58
Working Paper
58
Graue Literatur
56
Language
All
English
Author
All
Casarin, Roberto
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Lucas, André
38
Dijk, Herman K. van
27
Vries, Casper G. de
18
Hoogerheide, Lennart
14
Teulings, Coen N.
13
Nijkamp, Peter
12
Hinloopen, Jeroen
10
McAleer, Michael
10
Bos, Charles S.
9
Groot, Henri L. F. de
9
Opschoor, Anne
9
Blasques, Francisco
8
Marrewijk, Charles van
8
Creal, Drew
7
Dijk, Dick van
7
Schwaab, Bernd
7
Wijnbergen, Sweder van
7
Grassi, Stefano
6
Klaassen, Franc
6
Mooij, Ruud A. de
6
Pozzi, Lorenzo
6
Ardia, David
5
Basturk, Nalan
5
Daníelsson, Jón
5
Gautier, Pieter
5
Gooijer, Jan G. de
5
Ommeren, Jos van
5
Ooms, Marius
5
Perotti, Enrico C.
5
Scharth, Marcel
5
Wagenvoort, Rien
5
Butter, Frank A. G. den
4
Diks, Cees G. H.
4
Frijters, Paul
4
Hoogerheide, Lennart F.
4
Mahieu, Ronald J.
4
Monteiro, André Antonio
4
Muratidēs, Kōstas
4
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
Sheffield economic research paper series
Working paper / National Bureau of Economic Research, Inc.
20
Discussion paper series / IZA
13
CESifo working papers
12
Economics and finance working paper series
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers of interdisciplinary research project 373
7
Working papers
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
EUI working paper / ECO
3
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
CREATES research paper
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 paper series / UCL Economics
1
Discussion papers / The Centre for International Macroeconomics
1
Estudos e documentos de trabalho
1
Global COE Hi-Stat discussion paper series
1
HWWA discussion paper
1
NBER working paper series
1
Research memorandum / METEOR
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 paper / Norges Bank
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)
56
Showing
1
-
10
of
56
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
Likelihood-based analysis for dynamic factor models
Jungbacker, Borus
;
Koopman, Siem Jan
-
2008
Persistent link: https://www.econbiz.de/10003645197
Saved in:
5
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:
6
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:
7
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:
8
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
Persistent link: https://www.econbiz.de/10003973316
Saved in:
9
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
Saved in:
10
Dynamic factor analysis in the presence of missing data
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
-
2009
Persistent link: https://www.econbiz.de/10003813787
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->