Narrow search
Showing 1 - 10 of 18
Cover Image
Priors and Bayesian parameter estimation of affine term structure models
Sögner, Leopold - In: International journal of computational economics and … 4 (2014) 3/4, pp. 288-319
Persistent link: https://www.econbiz.de/10010496421
Cover Image
Okun's law, does the Austrian unemployment-GDP relationship exhibit structural breaks?
Sögner, Leopold - In: Empirical economics : a journal of the Institute for … 26 (2001) 3, pp. 553-564
Persistent link: https://www.econbiz.de/10001609093
Cover Image
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan; Sögner, Leopold - In: Econometric reviews 38 (2019) 6, pp. 597-635
Persistent link: https://www.econbiz.de/10012181339
Cover Image
Bayesian estimation of the Heston volatility model
Frühwirth-Schnatter, Sylvia; Sögner, Leopold - In: Operations research proceedings 2002 : selected papers …, (pp. 480-485). 2003
Persistent link: https://www.econbiz.de/10001752050
Cover Image
Estimating marginal costs for the Austrian railway system
Mundluch, Gerhard; Pfister, Alexander; Sögner, Leopold; … - 2002
Persistent link: https://www.econbiz.de/10001698696
Cover Image
The implicit estimation of default intensities and recovery rates
Frühwirth, Manfred; Sögner, Leopold - In: Empirie und Betriebswirtschaft : Entwicklungen und …, (pp. 351-371). 2003
Persistent link: https://www.econbiz.de/10001799635
Cover Image
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul; Sögner, Leopold; Veza, Tanja - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 6, pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Cover Image
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan; Sögner, Leopold - 2013
We study dynamic panel data models where the long run outcome for a particular cross-section is affected by a weighted average of the outcomes in the other cross-sections. We show that imposing such a structure implies several cointegrating relationships that are nonlinear in the coefficients to...
Persistent link: https://www.econbiz.de/10009736203
Cover Image
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan; Sögner, Leopold - 2013
We study dynamic panel data models where the long run outcome for a particular cross-section is affected by a weighted average of the outcomes in the other cross-sections. We show that imposing such a structure implies several cointegrating relationships that are nonlinear in the coefficients to...
Persistent link: https://www.econbiz.de/10009744106
Cover Image
The Jarrow-Turnbull default risk model : evidence from the German market
Frühwirth, Manfred; Sögner, Leopold - In: The European journal of finance 12 (2006) 2, pp. 107-135
Persistent link: https://www.econbiz.de/10003305283