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Corporate probability of default : a single-index hazard model approach
Li, Shaobo; Tian, Shaonan; Yu, Yan; Zhu, Xiaorui; Lian, Heng - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1288-1299
Persistent link: https://www.econbiz.de/10014448636
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Default correlations and large-portfolio credit analysis
Duan, Jin-Chuan; Miao, Weimin - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 536-546
Persistent link: https://www.econbiz.de/10011692400
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Testing for uncorrelated residuals in dynamic count models with an application to corporate bankruptcy
Sant'Anna, Pedro H. C. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 349-358
Persistent link: https://www.econbiz.de/10011705946
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Quantifying consumer perception of a financially distressed company
Hammond, Robert G. - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 398-411
Persistent link: https://www.econbiz.de/10010337861
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Market-based credit ratings
Creal, Drew; Gramacy, Robert B.; Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 430-444
Persistent link: https://www.econbiz.de/10010488477
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A statistical approach to economic forecasting
Litterman, Robert Bruce - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10001007488
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Small-sample properties of GMM for business-cycle analysis
Christiano, Lawrence J. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 309-327
Persistent link: https://www.econbiz.de/10001334393
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A simple nonparametric test of predictive performance
Pesaran, M. Hashem - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 4, pp. 461-465
Persistent link: https://www.econbiz.de/10001132718
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A mixture-model approach to combining forecasts
Lesage, James P. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 4, pp. 445-452
Persistent link: https://www.econbiz.de/10001132720
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Calculating interval forecasts
Chatfield, Christopher - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 121-135
Persistent link: https://www.econbiz.de/10001142133