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~isPartOf:"Global COE Hi-Stat discussion paper series"
~language:"eng"
~person:"Gautier, Pieter"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Hoogerheide, Lennart"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~person:"Ooms, Marius"
~subject:"EU-Staaten"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~subject:"Zustandsraummodell"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Gautier, Pieter
Gil-Alaña, Luis A.
Heckman, James J.
Hoogerheide, Lennart
Koopman, Siem Jan
McAleer, Michael
Ooms, Marius
Watanabe, Toshiaki
3
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Global COE Hi-Stat discussion paper series
Discussion paper / Tinbergen Institute
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A general framework for observation driven time-varying parameter models
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
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2009
Persistent link: https://www.econbiz.de/10003854422
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