Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008
| Year of publication: |
2012
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| Authors: | Koopman, Siem Jan ; Lucas, Andr ; Schwaab, Bernd |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 30.2012, 4 (1.10.), p. 521-533
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