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Estimating trade equations from aggregate bilateral data

Bayoumi, Tamim A. - 1999

Persistent link: https://www.econbiz.de/10001405426

Consistent covariance matrix estimation in probit models with autocorrelated errors

Estrella, Arturo; Rodrigues, Anthony P. - 1998

Persistent link: https://www.econbiz.de/10000986482

Demand systems for energy forecasting : practical considerations for estimating a generalized logit model

Weng, Weifeng - In: Advances in business and management forecasting 2 (1998), pp. 131-153

Persistent link: https://www.econbiz.de/10001245827

Information-based estimation of spatial interaction : the calibration and forecasting of commuting on the state of Indiana

Knudsen, Daniel C. - In: Advances in business and management forecasting 2 (1998), pp. 2-15

Persistent link: https://www.econbiz.de/10001245832

Analysis of business surveys

Zimmermann, Klaus F. - 1997

Persistent link: https://www.econbiz.de/10001328888

Quantification of qualitative firm-level survey data

Mitchell, James (contributor); Smith, Richard J. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001592750

Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle

Schröder, Michael (ed.); Buscher, Herbert S. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001629835

Binary choice models and corporate takeover

Espahbodi, Hassan; Espahbodi, Pouran - In: Journal of banking & finance 27 (2003) 4, pp. 549-574

Persistent link: https://www.econbiz.de/10001745364

Quantification of qualitative firm-level survey data

Mitchell, James; Smith, Richard J.; Weale, Martin - In: The economic journal : the journal of the Royal … 112 (2002), pp. C117-135

Persistent link: https://www.econbiz.de/10001666650

Default Prediction with a Multiple-Spell Discrete-Time Hazard Model

Jovan, Matej - 2019

We argue that the true transition-to-default dynamic in banks' credit portfolios can only be fully described with a multiple-spell discrete-time hazard model. This paper develops such a model for default prediction. The model permits the use of all data available to the bank or to the bank...

Persistent link: https://www.econbiz.de/10012903507