Showing 1 - 2 of 2
Hausman (1978) developed a widely-used model specification test that has passed the test of time. The test is based on two estimators, one being consistent under the null hypothesis but inconsistent under the alternative, and the other being consistent under both the null and alternative...
Persistent link: https://www.econbiz.de/10010907409
through the comparison of simultaneous and sequential estimation, modeling tail credit risk using transition matrices …
Persistent link: https://www.econbiz.de/10010907447