Observation-driven mixed-measurement dynamic factor models with an application to credit risk
Drew Creal, Bernd Schwaab, Siem Jan Koopman, and André Lucas
| Year of publication: |
2014
|
|---|---|
| Authors: | Creal, Drew ; Schwaab, Bernd ; Koopman, Siem Jan ; Lucas, André |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 96.2014, 5, p. 898-915
|
| Subject: | Kreditausfallrisiko (default risk) | Kreditrisiko | Credit risk | Faktorenanalyse | Factor analysis | Panel | Panel study | Schätzung | Estimation | USA | United States | 1982-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010470540