A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk

S.J. Koopman, A. Lucas, R. Daniels

Research output: Working paperProfessional

138 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Number of pages29
Publication statusPublished - 2005

Publication series

NameTI Discussion Paper
No.05/060-4

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