Narrow search
Showing 1 - 10 of 24
Cover Image
Estimating dynamic equilibrium models using mixed frequency macro and financial data
Christensen, Bent Jesper; Posch, Olaf; Wel, Michel van der - In: Journal of econometrics 194 (2016) 1, pp. 116-137
Persistent link: https://www.econbiz.de/10011705052
Cover Image
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb; Koopman, Siem Jan - In: Journal of econometrics 87 (1998) 2, pp. 271-302
Persistent link: https://www.econbiz.de/10006788102
Cover Image
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb - In: Journal of econometrics 87 (1998) 2, pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
Cover Image
The multi-state latent factor intensity model for credit rating transitions
Koopman, Siem Jan; Lucas, André; Monteiro, André - In: Journal of econometrics 142 (2008) 1, pp. 399-424
Persistent link: https://www.econbiz.de/10007894504
Cover Image
Testing the assumptions behind importance sampling
Koopman, Siem Jan; Shephard, Neil; Creal, Drew - In: Journal of econometrics 149 (2009) 1, pp. 2-12
Persistent link: https://www.econbiz.de/10008899335
Cover Image
Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan; Lucas, André; Schwaab, Bernd - In: Journal of econometrics 162 (2011) 2, pp. 312-326
Persistent link: https://www.econbiz.de/10008997619
Cover Image
Testing the assumptions behind importance sampling
Koopman, Siem Jan; Shephard, Neil; Creal, Drew - In: Journal of econometrics 149 (2009) 1, pp. 2-11
Persistent link: https://www.econbiz.de/10008237918
Cover Image
Generalized dynamic panel data models with random effects for cross-section and time
Mesters, G.; Koopman, Siem Jan - In: Journal of econometrics 180 (2014) 2, pp. 127-140
Persistent link: https://www.econbiz.de/10010433402
Cover Image
Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan; Lucas, André; Schwaab, Bernd - In: Journal of econometrics 162 (2011) 2, pp. 312-325
Persistent link: https://www.econbiz.de/10009270628
Cover Image
Testing the assumptions behind importance sampling
Koopman, Siem Jan; Shephard, Neil G.; Creal, Drew - In: Journal of econometrics 149 (2009) 1, pp. 2-11
Persistent link: https://www.econbiz.de/10003833708