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~isPartOf:"Journal of banking & finance"
~subject:"Schätzung"
~subject:"Tobit model"
~type:"article"
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Schätzung
Tobit model
Credit rating
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Credit risk
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Insolvency
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Kreditrisiko
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Kreditwürdigkeit
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Theorie
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Tobit-Modell
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Bankruptcy prediction
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Censored regression
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Class imbalance
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Credit scoring
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Days past due
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Forecasting model
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IFRS9
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Probability of default
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Brezigar-Masten, Arjana
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Hirnschall, Christoph
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Sigrist, Fabio
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Volk, Matjaz
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Journal of banking & finance
Applied economics
12
Journal of econometrics
9
Economics letters
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American journal of agricultural economics
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Agricultural economics : the journal of the International Association of Agricultural Economists
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of economics and financial issues : IJEFI
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Journal of Islamic economics, banking and finance
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Journal of economic theory and econometrics : journal of The Korean Econometric Society
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Journal of retailing and consumer services
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Journal of risk and financial management : JRFM
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Journal of sports economics
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Oxford bulletin of economics and statistics
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Quarterly journal of international agriculture
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Modelin-g credit risk with a Tobit model of days past due
Brezigar-Masten, Arjana
;
Masten, Igor
;
Volk, Matjaz
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012659261
Saved in:
2
Grabit : gradient tree-boosted Tobit models for default prediction
Sigrist, Fabio
;
Hirnschall, Christoph
- In:
Journal of banking & finance
102
(
2019
),
pp. 177-192
Persistent link: https://www.econbiz.de/10012162742
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