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subject:"Schätzung"
subject:"Time series analysis"
~isPartOf:"Journal of banking & finance"
~person:"Gao, Jiti"
~person:"Nelson, Daniel B."
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Schätzung
Time series analysis
Bank lending
1
Credit rating
1
Credit risk
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Estimation
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Estimation theory
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Forecasting model
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Insolvency
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Insolvenz
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Kreditgeschäft
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Loss given default
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Prognoseverfahren
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Regression analysis
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defaulted loan
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kernel estimation
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nonlinearity
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recovery prediction
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Gao, Jiti
Nelson, Daniel B.
Füss, Roland
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Journal of banking & finance
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Journal of econometrics
9
Working paper series economics and econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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NBER Working Paper
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NBER technical working paper series
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Technical working paper / National Bureau of Economic Research
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Cambridge working papers in economics
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Cowles Foundation Discussion Paper
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Cowles Foundation discussion paper
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Econometric reviews
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School of Accounting, Finance and Economics & FEMARC working paper series
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CREATES research paper
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Contributions to statistics
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Discussion paper / Department of Economics, University of California San Diego
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Discussion papers in economics
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Essays in honor of Joon Y. Park : econometric theory
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Essays in honor of Peter C. B. Phillips
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Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Journal of productivity analysis
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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The econometrics journal
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University of Adelaide School of Economics Working Paper
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Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
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