Testing for Uncorrelated Residuals in Dynamic Count Models with an Application to Corporate Bankruptcy
Year of publication: |
2013-05
|
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Authors: | Sant'Anna, Pedro H. C. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Time Series of counts | Residual autocorrelation function | Model checking | Credit risk management |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C25 - Discrete Regression and Qualitative Choice Models ; G3 - Corporate Finance and Governance ; G33 - Bankruptcy; Liquidation |
Source: |
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