Combining Bond Rating Forecasts Using Logit.

This paper uses the ordered logit regression combining method to form consensus forecasts from different individual bond rating forecasts, to predict bond ratings in the transportation and industrial sectors form Moody's bond rating service.

MoreLess

Year of publication:	1998
Authors:	Kamstra, M. ; Kennedy, P. ; Suan, T.-K.
Institutions:	Department of Economics, Simon Fraser University
Subject:	PROJECTIONS \| STATISTICAL ANALYSIS \| ECONOMETRIC MODELS \| INVESTMENTS

More details

Series:	Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	24 pages
Classification:	C40 - Econometric and Statistical Methods: Special Topics. General ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; G20 - Financial Institutions and Services. General ; G10 - General Financial Markets. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005035569