An unrestricted MIDAS ordered logit model with applications to credit ratings
Cuixia Jiang, Tingting Zhao, Qifa Xu, Dan Hu
| Year of publication: |
2024
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|---|---|
| Authors: | Jiang, Cuixia ; Zhao, Tingting ; Xu, Qifa ; Hu, Dan |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 3, p. 2722-2739
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| Subject: | credit rating | mixed frequency | multiclass classification | ordered logit model | U-MIDAS | U-MIDAS-OLogit | Logit-Modell | Logit model | Kreditwürdigkeit | Credit rating | Theorie | Theory | Kreditrisiko | Credit risk | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2801 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014635157