Testing for uncorrelated residuals in dynamic count models with an application to corporate bankruptcy
Pedro H. C. Sant'Anna
| Year of publication: |
July 2017
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| Authors: | Sant'Anna, Pedro H. C. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 3, p. 349-358
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| Subject: | Credit risk management | Model checking | Residual autocorrelation function | Time series of counts | Theorie | Theory | Insolvenz | Insolvency | Autokorrelation | Autocorrelation | Kreditrisiko | Credit risk | Zeitreihenanalyse | Time series analysis | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1102732 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011705946