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Testing Homogeneity of Time-Co...
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Weißbach, Rafael
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Krämer, Walter
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Lawrenz, Claudia
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial markets and portfolio management
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Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
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Testing time-homogeneity of rating transitions after origination of debt
Weißbach, Rafael
;
Tschiersch, Patrick
;
Lawrenz, Claudia
- In:
Empirical economics : a journal of the Institute for …
36
(
2009
)
3
,
pp. 575-596
Persistent link: https://www.econbiz.de/10008257653
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2
Nearest neighbor hazard estimation with left-truncated duration data
Weißbach, Rafael
;
Poniatowski, Wladislaw
;
Krämer, Walter
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
97
(
2013
)
1
,
pp. 33-47
Persistent link: https://www.econbiz.de/10010074360
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3
A likelihood ratio test for stationarity of rating transitions
Weißbach, Rafael
;
Walter, Ronja
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 188-195
Persistent link: https://www.econbiz.de/10008391946
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Economic capital for nonperforming loans
Weißbach, Rafael
;
Lieres und Wilkau, Carsten von
- In:
Financial markets and portfolio management
24
(
2010
)
1
,
pp. 67-85
Persistent link: https://www.econbiz.de/10008399359
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