In credit default prediction models, the need to deal with time-varying covariates often arises. For instance, in the … context of corporate default prediction a typical approach is to estimate a hazard model by regressing the hazard rate on time …-period predictions ; hazard models ; panel data ; out-of-sample tests …

positive autocorrelation and thus long time series are usually necessary to produce reliable model estimates. Alternatively, I …

rating actions but reversed in post-event time. The short-term impact of tone in reports with negative rating actions holds …

emerging countries over the period 1980 to 2018 by employing the Johansen-Fisher panel cointegration method. The study also … significant long-run association between EG, the overall index of FD, and its lower-indices. Furthermore, the results from panel … with Kao and Pedroni panel cointegration tests. We also show that financial institutions and financial markets indexes …

heterogeneity or unobserved state variables and panel data models with fixed effects. Recent developments in measurement error …

GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … country panel data supplements the simulation results. …