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Global credit risk : world, country and industry factors

Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2016

sovereign debt crisis. We find that macro and default-specific world factors are a primary source of default clustering across …

Persistent link: https://www.econbiz.de/10011618479

Skill policies for Scotland

Heckman, James J. (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002520119

Systemic risk diagnostics : coincident indicators and early warning signals

Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2011

components for a large data set comprising the U.S., the EU-27 area, and the respective rest of the world. Credit risk conditions …

Persistent link: https://www.econbiz.de/10009006653

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

Instrumental variables, selection models, and tight bounds on the average treatment effect

Heckman, James J.; Vytlacil, Edward - 2000

Persistent link: https://www.econbiz.de/10001507899

Local instrumental variables

Heckman, James J.; Vytlacil, Edward - 2000

Persistent link: https://www.econbiz.de/10001470565

Making the most out of social experiments : reducing the intrinsic uncertainty in evidence from randomized trials with an application to the national JTPA experiment

Clements, Nancy; Heckman, James J.; Smith, Jeffrey A. - 1994

Persistent link: https://www.econbiz.de/10000884776

Non-linearities and fractional integration in the US unemployment rate

Caporale, Guglielmo Maria (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001873870

Observation driven mixed-measurement dynamic factor models with an application to credit risk

Creal, Drew; Schwaab, Bernd; Koopman, Siem Jan; Lucas, … - 2013

Persistent link: https://www.econbiz.de/10010233231

A joint test of fractional cyclic integration and a linear time trend

Gil-Alaña, Luis A. - 2001

We propose in this article a joint test for testing simultaneously a deterministic trend component and the degree of integration of the cyclical component in a given time series. The test is directly derived from Robinson's (1994) procedure, which is based on the Lagrange Multiplier (LM)...

Persistent link: https://www.econbiz.de/10009613609