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for the working paper

Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008
Bernd Schwaab, Siem Jan Koopman and Andre Lucas
Working Paper Series from European Central Bank
Read abstract and download full text files (if available) at EconPapers

Access Statistics

RePEc statistics are gathered once a month from the participating services. The statistics show abstract views at the RePEc services and file downloads originated from the RePEc services.

Access Statistics for the working paper
Month Downloads Abstract Views 
2012-09124
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Statistics updated 2024-12-04