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JEL Classification C12
"Hypothesis Testing"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the C12 classification.     (sorted by date)

Validating Default Models when the Validation Data are Corrupted: Analytic results and bias corrections
by Roger M. Stein of Massachusetts Institute of Technology & State Street Corporation
(139K PDF) -- 61 pages -- July 13, 2013

Goodness-of-Fit Test for Event Forecasting
by Andreas Blöchlinger of Zürcher Kantonalbank, and
Markus Leippold of Imperial College London
(390K PDF) -- 46 pages -- January 9, 2008

Analytical Pricing of Basket Default Swaps in a Dynamic Hull & White Framework
by Frédéric D. Vrins of ING Bank
(802K PDF) -- 18 pages -- January 2010

Country Default Probabilities: Assessing and Backtesting
by Stefan Huschens of the Technische Universität Dresden,
Alexander Karmann of the Technische Universität Dresden,
Dominik Maltritz of the Technische Universität Dresden, and
Konstantin Vogl of the Technische Universität Dresden
(263K PDF) -- 20 pages -- September 1, 2006

Validation of Internal Rating Systems and PD Estimates
by Dirk Tasche of Deutsche Bundesbank
(302K PDF) -- 27 pages -- June 7, 2006

Testing Probability Calibrations: Application to credit scoring models
by Andreas Blöchlinger of Credit Suisse, and
Markus Leippold of the Federal Reserve Bank of New York & University of Zurich
(379K PDF) -- 36 pages -- May 6, 2006

Multi-period Bayesian Bankruptcy Prediction: Using financial ratios and the maturity schedule of long-term debt
by Leonid Philosophov of the Moscow Committee of Bankruptcy Affairs,
Jonathan Batten of Macquarie University, and
Vladimir Philosophov (Independent)
(1,208K PDF) -- 34 pages -- January 5, 2006

Beyond Correlation: Extreme Co-movements Between Financial Assets
by Roy Mashal of Columbia University, and
Assaf Zeevi of Columbia University
(754K PDF) -- 48 pages -- October 14, 2002

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