✦ LIBER ✦

Estimation of conditional time-homogeneous credit quality transition matrices

✍ Scribed by José Eduardo Gómez-González; Inés Paola Orozco Hinojosa

Book ID: 116423962
Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 261 KB
Volume: 27
Category: Article
ISSN: 0264-9993
DOI: 10.1016/j.econmod.2009.07.022

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A simulation estimator for testing the t

A simulation estimator for testing the time homogeneity of credit rating transitions

✍ Nicholas M. Kiefer; C. Erik Larson 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 551 KB

The estimation of transition matrices fo

The estimation of transition matrices for sovereign credit ratings

✍ Yen-Ting Hu; Rudiger Kiesel; William Perraudin 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 338 KB

Estimation of time-dependent origin–dest

Estimation of time-dependent origin–destination matrices for transit networks

✍ S.C. Wong; C.O. Tong 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 603 KB

Sensitivity of mean transit time estimat

Sensitivity of mean transit time estimates to model conditioning and data availability

✍ M. Hrachowitz; C. Soulsby; D. Tetzlaff; I. A. Malcolm 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 392 KB

Mean transit times (MTTs) can give useful insights into the internal processes of hydrological systems. However, varying model conditioning assumptions and data availability can limit the use of MTT, particularly in terms of comparing the results of studies using different assumptions and data recor