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  • Search: subject:"Time varying covariates"
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Year of publication
Subject
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time-varying covariates 11 Time-varying covariates 8 Schätztheorie 6 Statistische Bestandsanalyse 6 Credit risk 5 Duration analysis 5 Estimation theory 5 Kreditrisiko 5 Theorie 4 Dynamic duration model 3 Error-correction model 3 Theory 3 Unobserved heterogeneity 3 mixture cure model 3 survival analysis 3 Credit risk modeling 2 Crisis-prone financial markets 2 Estimation 2 Forecasting model 2 Hedge fund failure 2 Insolvency 2 Insolvenz 2 Intensity modelling 2 Mixed Cox proportional hazards model 2 Monte Carlo study 2 Probability of default 2 Prognoseverfahren 2 Retail loans 2 Risiko 2 Risk 2 Risk analysis 2 Schätzung 2 State space modelling 2 Survival probability prediction 2 credit risk 2 duration dependence 2 hazard model 2 non-parametric estimation 2 unobserved heterogeneity 2 Aktienmarkt 1
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Online availability
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Undetermined 10 Free 8
Type of publication
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Article 13 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Working Paper 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 11 Undetermined 10
Author
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Baesens, Bart 2 Bellotti, Tony 2 Claeskens, Gerda 2 Dirick, Lore 2 Dong, Qingli 2 Franses, Philip Hans 2 Kim, Tae Yoon 2 Lee, Hee Soo 2 Leow, Mindy 2 Paap, Richard 2 Zhang, Tao 2 Bockenholt, Ulf 1 Chi, Guotai 1 Cole, Rebel A. 1 Crook, Jonathan 1 Crook, Jonathan N. 1 Dang, Huong 1 Dang, Huong Dieu 1 Fok, D. 1 Fok, Dennis 1 Fok, Fok, D. 1 Franses, Ph.H.B.F. 1 Kneib, Thomas 1 Langeheine, Rolf 1 Li, Peizhi 1 Lin, Lihua 1 Lunde, Asger 1 Ma, Jun 1 Paap, R. 1 Peng, Yingwei 1 Thackham, Mark 1 Timmermann, Allan 1 Vermunt, Jeroen K. 1 Wu, Qiongbing 1 Zhang, ZhengYu 1
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Institution
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Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 ZenTra - Center for Transnational Studies 1 Økonomisk institutt, Universitetet i Oslo 1
Published in...
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Journal of the Operational Research Society 2 Annals of Finance 1 Computational Statistics & Data Analysis 1 Discussion Paper 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Economics letters 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1 Journal of Banking & Finance 1 Journal of Educational and Behavioral Statistics 1 Journal of banking & finance 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 KBI 1 MPRA Paper 1 Memorandum 1 Memorandum / Økonomisk institutt, Universitetet i Oslo 1 The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association 1 The journal of credit risk : published quarterly by Incisive Media 1 ZenTra Working Papers in Transnational Studies 1
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Source
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RePEc 10 ECONIS (ZBW) 9 EconStor 2
Showing 21 - 21 of 21
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Discrete-Time Discrete-State Latent Markov Models with Time-Constant and Time-Varying Covariates
Vermunt, Jeroen K.; Langeheine, Rolf; Bockenholt, Ulf - In: Journal of Educational and Behavioral Statistics 24 (1999) 2, pp. 179-207
the latent states occupied at the various points in time on both time- constant and time-varying covariates. The …
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