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The stability of survival model parameter estimates for predicting the probability of default : empirical evidence over the credit crisis
Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 249 (2016) 2, pp. 457-464
Persistent link: https://www.econbiz.de/10011436709
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The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang; Zhao, Dianli - In: Journal of mathematical finance 5 (2015) 3, pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
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Decomposing differences in arithmetic means : a doubly robust estimation approach
Kaiser, Boris - In: Empirical economics : a journal of the Institute for … 50 (2016) 3, pp. 873-899
Persistent link: https://www.econbiz.de/10011481139
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Partition dependence and carryover biases in subjective probability assessment surveys for continuous variables : model-based estimation and correction
Prava, Venkata R.; Clemen, Robert Taylor; Hobbs, … - In: Decision analysis : a journal of the Institute for … 13 (2016) 1, pp. 51-67
Persistent link: https://www.econbiz.de/10011482265
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Explicit form of approximate transition probability density functions of diffusion processes
Choi, Seungmoon - In: Journal of econometrics 187 (2015) 1, pp. 57-73
Persistent link: https://www.econbiz.de/10011498739
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Twenty steps towards an adequate inferential interpretation of p-values in econometrics
Hirschauer, Norbert; Grüner, Sven; Mußhoff, Oliver; … - In: Jahrbücher für Nationalökonomie und Statistik 239 (2019) 4, pp. 703-721
Persistent link: https://www.econbiz.de/10012040176
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Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
Amaya, Diego; Boudreault, Mathieu; McLeish, Don L. - In: Journal of economic dynamics & control 100 (2019), pp. 297-313
Persistent link: https://www.econbiz.de/10012130974
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Event count distributions from renewal processes : fast computation of probabilities
Baker, Rose; Kharrat, Tarak - In: IMA journal of management mathematics 29 (2018) 4, pp. 415-433
Persistent link: https://www.econbiz.de/10011974903
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Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting
Hsu, Yu-Chin; Huber, Martin; Lai, Tsung-Chih - In: Journal of econometric methods 8 (2019) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10012022995
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Incomplete paired comparisons in case of multiple choice and general log-concave probability density functions
Orbán-Mihálykó, Éva; Mihálykó, Csaba; Koltay, László - In: Central European journal of operations research : CEJOR … 27 (2019) 2, pp. 515-532
Persistent link: https://www.econbiz.de/10011994374