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subject:"United States"
type_genre:"Article in journal"
~person:"Hamermesh, Daniel S."
~person:"Koopman, Siem Jan"
~person:"Nelson, Charles R."
~subject:"Kreditrisiko"
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United States
Kreditrisiko
Estimation
44
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44
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26
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17
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Hamermesh, Daniel S.
Koopman, Siem Jan
Nelson, Charles R.
Gupta, Rangan
55
Bahmani-Oskooee, Mohsen
31
Gil-Alaña, Luis A.
31
Caporale, Guglielmo Maria
27
Wohar, Mark E.
21
Apergēs, Nikolaos
14
Heckman, James J.
14
Payne, James E.
14
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13
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12
Cebula, Richard J.
12
Neumark, David
12
Serletis, Apostolos
12
Bollerslev, Tim
11
Chang, Tsangyao
11
Sarno, Lucio
11
Engle, Robert F.
10
Glaeser, Edward L.
10
Miller, Stephen M.
10
Wu, Chunchi
10
Bali, Turan G.
9
Basu, Susanto
9
Belke, Ansgar
9
Cheung, Yin-Wong
9
Diebold, Francis X.
9
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9
Hess, Gregory D.
9
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9
Salisu, Afees A.
9
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9
Tiwari, Aviral Kumar
9
Attanasio, Orazio P.
8
Blundell, Richard W.
8
Chavas, Jean-Paul
8
Haltiwanger, John C.
8
Hegerty, Scott W.
8
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8
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8
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The review of economics and statistics
3
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
Journal of empirical finance
2
Journal of human resources : JHR
2
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2
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ECONIS (ZBW)
27
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1
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
2
Labor supply elasticities : overcoming nonclassical measurement error using more accurate hours data
Barrett, Garry F.
;
Hamermesh, Daniel S.
- In:
Journal of human resources : JHR
54
(
2019
)
1
,
pp. 255-265
Persistent link: https://www.econbiz.de/10011981147
Saved in:
3
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
4
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
5
Observation-driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
- In:
The review of economics and statistics
96
(
2014
)
5
,
pp. 898-915
Persistent link: https://www.econbiz.de/10010470540
Saved in:
6
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Saved in:
7
Cyclica variation in labor hours and productivity using the ATUS
Burda, Michael C.
;
Hamermesh, Daniel S.
;
Stewart, Jay …
- In:
The American economic review
103
(
2013
)
3
,
pp. 99-104
Persistent link: https://www.econbiz.de/10009766301
Saved in:
8
How do immigrants spend their time? : the process of assimilation
Hamermesh, Daniel S.
;
Trejo, Stephen J.
- In:
Journal of population economics
26
(
2013
)
2
,
pp. 507-530
Persistent link: https://www.econbiz.de/10009699486
Saved in:
9
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
10
Charity and favoritism in the field : are female economists nicer (to each other)?
Abrevaya, Jason
;
Hamermesh, Daniel S.
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 202-207
Persistent link: https://www.econbiz.de/10009565363
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