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~isPartOf:"Journal of applied econometrics"
~person:"Gersbach, Hans"
~person:"Koopman, Siem Jan"
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Gersbach, Hans
Koopman, Siem Jan
Pesaran, M. Hashem
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Journal of applied econometrics
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ECONIS (ZBW)
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1
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
2
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
3
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 311-323
Persistent link: https://www.econbiz.de/10002729166
Saved in:
4
The stochastic volatility in mean model : empirical evidence from international stock markets
Koopman, Siem Jan
;
Hol Uspensky, Eugenie
- In:
Journal of applied econometrics
17
(
2002
)
6
,
pp. 667-689
Persistent link: https://www.econbiz.de/10001723785
Saved in:
5
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
Saved in:
6
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
7
Forecasting interest rates with shifting endpoints
Dijk, Dick van
;
Koopman, Siem Jan
;
Wel, Michel van der
; …
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 693-712
Persistent link: https://www.econbiz.de/10010414859
Saved in:
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