//--> //--> //--> //-->
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:"Journal of econometrics"
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
Inferring the default rate in...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,607
Theory
1,607
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
Estimation
167
Schätzung
167
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
130
Prognoseverfahren
130
Statistical test
128
Statistischer Test
128
Volatility
127
Volatilität
127
Regression analysis
114
Regressionsanalyse
114
Stochastic process
105
Stochastischer Prozess
105
USA
94
United States
94
Panel
91
Panel study
91
Bayes-Statistik
88
Bayesian inference
88
Ökonometrie
84
Econometrics
82
Statistical distribution
82
Statistische Verteilung
82
Method of moments
81
Momentenmethode
81
Monte Carlo simulation
75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
more ...
less ...
Online availability
All
Undetermined
348
Type of publication
All
Article
1,579
Book / Working Paper
35
Type of publication (narrower categories)
All
Article in journal
1,595
Aufsatz in Zeitschrift
1,595
Collection of articles of several authors
49
Sammelwerk
49
Konferenzschrift
16
Conference proceedings
13
Festschrift
9
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,614
Author
All
Phillips, Peter C. B.
36
Gouriéroux, Christian
17
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Ghysels, Eric
15
Linton, Oliver
15
Pesaran, M. Hashem
14
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Maasoumi, Esfandiar
8
Magnus, Jan R.
8
Ng, Serena
8
Park, Joon Y.
8
Tauchen, George Eugene
8
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
NBER working paper series
7,031
Working paper / National Bureau of Economic Research, Inc.
6,666
NBER Working Paper
6,402
Economics letters
5,283
European journal of operational research : EJOR
4,987
Discussion paper / Centre for Economic Policy Research
4,568
CESifo working papers
3,617
Journal of economic theory
2,897
Working paper
2,746
Journal of economic dynamics & control
2,440
Discussion paper / Tinbergen Institute
2,390
The American economic review
2,386
Computers & operations research : and their applications to problems of world concern ; an international journal
2,337
Journal of economic behavior & organization : JEBO
2,238
Discussion paper series / IZA
2,207
Europäische Hochschulschriften / 5
2,177
International journal of production research
1,939
European economic review : EER
1,932
CESifo Working Paper
1,879
Games and economic behavior
1,871
Discussion paper
1,826
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,817
SpringerLink / Bücher
1,798
The economic journal : the journal of the Royal Economic Society
1,793
Journal of banking & finance
1,765
Journal of public economics
1,750
Economic modelling
1,741
Discussion paper / Center for Economic Research, Tilburg University
1,693
Applied economics
1,594
CESifo Working Paper Series
1,593
Management science : journal of the Institute for Operations Research and the Management Sciences
1,524
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,517
IZA Discussion Paper
1,501
Journal of monetary economics
1,430
Public choice
1,393
International economic review
1,371
Discussion papers / CEPR
1,354
Social choice and welfare
1,318
Journal of international economics
1,272
more ...
less ...
Source
All
ECONIS (ZBW)
1,614
Showing
1
-
10
of
1,614
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
2
Reinforced urn processes for credit risk models
Peluso, Stefano
;
Mira, Antonietta
;
Mulière, Pietro
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011326824
Saved in:
3
Multiperiod corporate default prediction : a forward intensity approach
Duan, Jin-Chuan
;
Sun, Jie
;
Wang, Tao
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 191-209
Persistent link: https://www.econbiz.de/10009673113
Saved in:
4
Commercial and residential mortgage defaults : spatial dependence with frailty
Babii, Andrii
;
Chen, Xi
;
Ghysels, Eric
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 47-77
Persistent link: https://www.econbiz.de/10012303871
Saved in:
5
Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10009270628
Saved in:
6
Logit versus discriminant analysis : a specification test and application to corporate bankruptcies
Lo, Andrew W.
- In:
Journal of econometrics
31
(
1986
)
2
,
pp. 151-178
Persistent link: https://www.econbiz.de/10003619351
Saved in:
7
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
8
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
9
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan
;
Fulop, Andras
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 288-296
Persistent link: https://www.econbiz.de/10003858905
Saved in:
10
Quality control for structural credit risk models
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 364-375
Persistent link: https://www.econbiz.de/10003783002
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->