@misc
{TN_libero_mab2,
author = {
Creal, Drew
AND
Schwaab, Bernd
AND
Koopman, Siem Jan
AND
Lucas, Andre
},
title = {
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
},
publisher = {Tinbergen Institute},
keywords = {
Schätzung
,
dynamic ordered probit
,
loss given default
,
dynamic beta density
,
C32
,
Panelforschung
,
Kreditrisiko
,
panel data
,
dynamic factor model
,
Faktorenanalyse
,
G32
,
default risk
,
USA
},
year = {2011},
abstract = {Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}