Using Aggregate Time Series Variables to Forecast Notices of Default
This paper emphasizes the economic variables and data used to model notices of default in California. Forecast models are notoriously complicated and require sophisticated software to run. Few businesses, particularly small enterprises, have the necessary resources to engage in large-scale model building. Datasets can be difficult and expensive to obtain and usually require significant analysis. The paper focuses on methodology to give the model a general appeal.
Year of publication: |
2010
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Authors: | Hamilton, Dan ; Isaac, Rani ; Lesh, Kirk |
Published in: |
Business Economics. - Palgrave Macmillan, ISSN 0007-666X. - Vol. 45.2010, 1, p. 8-15
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Publisher: |
Palgrave Macmillan |
Saved in:
Saved in favorites
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