Assessment of model risk due to the use of an inappropriate parameter estimator
Year of publication: |
2020
|
---|---|
Authors: | Seitshiro, Modisane B. ; Mashele, Hopolang P. |
Published in: |
Cogent Economics & Finance. - Abingdon : Taylor & Francis, ISSN 2332-2039. - Vol. 8.2020, 1, p. 1-20
|
Publisher: |
Abingdon : Taylor & Francis |
Subject: | logistic regression | model risk | parameter estimation | probability of default |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1080/23322039.2019.1710970 [DOI] 1687895112 [GVK] hdl:10419/245268 [Handle] RePEc:taf:oaefxx:v:8:y:2020:i:1:p:1710970 [RePEc] |
Classification: | C13 - Estimation ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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