Koopman, Siem Jan and Lucas, Andre <br/><br/>
Non Gaussian panel time series model for estimating and decomposing default risk 
 2008 

 -  2008 
 - 510-525  V.  26  Issue.   4 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Economic Statistics
<br/><br/><label>Subjects--Index Terms: </label>Credit Risk;Importance sampling;Industry effects;Multivariate unobserved component model;Non Gaussian state space model;