| 000 | 00639nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aKoopman, Siem Jan and Lucas, Andre | ||
| 240 | _aJournal of Business and Economic Statistics (Q) | ||
| 245 | _aNon Gaussian panel time series model for estimating and decomposing default risk | ||
| 246 | _f2008 | ||
| 260 | _c2008 | ||
| 300 |
_bV. 26 _cIssue. 4 _a510-525 |
||
| 366 | _b2008 | ||
| 366 | _bOct | ||
| 650 | _aEconomic Statistics | ||
| 653 | _aCredit Risk;Importance sampling;Industry effects;Multivariate unobserved component model;Non Gaussian state space model; | ||
| 942 | _cJA | ||
| 999 |
_c46973 _d46973 |
||