//--> //--> //-->
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
~person:"Lucas, Andre"
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
Search: subject:"Parameter-driven"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
credit risk
2
generalized autoregressive score model
2
observation driven models
2
parameter driven models
2
regime switching
2
structural breaks
2
time-varying parameters
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Working Paper
1
Language
All
English
1
Undetermined
1
Author
All
Lucas, Andre
Calvori, Francesco
4
Creal, Drew
4
Koopman, Siem Jan
4
Jung, Robert
3
Monteiro, André A.
3
Kukuk, Martin
2
Liesenfeld, Roman
2
Lucas, André
2
Bekierman, Jeremias
1
Djennad, Abdelmajid
1
Eilers, Paul
1
Gribisch, Bastian
1
Hautsch, Nikolaus
1
Held, Leonhard
1
Hofmann, Mathias
1
Höhle, Michael
1
Monteiro, André Antonio
1
Rigby, Robert
1
Stasinopoulos, Dimitrios
1
Tremayne, A.
1
Voudouris, Vlasios
1
more ...
less ...
Institution
All
Tinbergen Instituut
1
Published in...
All
Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Papers
1
Source
All
EconStor
1
RePEc
1
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing for Parameter Instability in Competing Modeling Frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
-
Tinbergen Instituut
-
2014
-local
parameter
driven
time-variation. For
parameter
driven
time variation close to the null or for infrequent structural changes, the …
Persistent link: https://www.econbiz.de/10011255854
Saved in:
2
Testing for Parameter Instability in Competing Modeling Frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
-
2014
-local
parameter
driven
time-variation. For
parameter
driven
time variation close to the null or for infrequent structural changes, the …
Persistent link: https://www.econbiz.de/10010377214
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->