Default estimation and expert information: All likely dataset analysis and robust validation
Year of publication: |
2007
|
---|---|
Authors: | Kiefer, Nicholas M. |
Publisher: |
Ithaca, NY : Cornell University, Center for Analytical Economics (CAE) |
Subject: | Bayesian inference | robustness | expert information | Basel II | risk management | prior assessment |
Series: | CAE Working Paper ; 07-11 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 571823432 [GVK] hdl:10419/70472 [Handle] |
Source: |
-
Correlated defaults, temporal correlation, expert information and predictability of default rates
Kiefer, Nicholas Maximilian, (2017)
-
Correlated defaults, temporal correlation, expert information and predictability of default rates
Kiefer, Nicholas M., (2009)
-
Default estimation, correlated defaults, and expert information
Kiefer, Nicholas M., (2008)
- More ...
-
Empirical labor economics : the search approach
Devine, Theresa J., (1991)
-
Search models and applied labor economics
Kiefer, Nicholas M., (1989)
-
How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data
Kiefer, Nicholas M., (1984)
- More ...