Showing 1 - 10 of 62
Persistent link: https://www.econbiz.de/10005610549
It is well known that, in a multinomial probit, only the covariance matrix of the location and scale normalized utilities are identified. In this study, we explore the relation between these identifiable parameters and the original elements of the covariance matrix, to find out what can be...
Persistent link: https://www.econbiz.de/10011651452
Persistent link: https://www.econbiz.de/10005171092
This paper develops a count data model for credit scoring which allows the estimation of default probabilities using incomplete contracts data. The main advantage of the proposed approach is that it permits a more efficient use of the data, including that for the most recent clients. Moreover,...
Persistent link: https://www.econbiz.de/10005006290
Persistent link: https://www.econbiz.de/10005159218
Persistent link: https://www.econbiz.de/10006806915
Persistent link: https://www.econbiz.de/10006752414
Persistent link: https://www.econbiz.de/10007734998
Persistent link: https://www.econbiz.de/10007859695
Persistent link: https://www.econbiz.de/10007664310