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Estimation of default probabilities using incomplete contracts data

✍ Scribed by J.M.C. Santos Silva; J.M.R. Murteira


Book ID
116641686
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
228 KB
Volume
16
Category
Article
ISSN
0927-5398

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Longitudinal atudiea are rarely complete due to attrition, miatimed vieits and observations misaing at random. When the data are missing a t random it L poasible to estimate the primary location parameters of interest by constructing a modification of ZELLNEB'S (1962) seemingly unrelated regression