JEL Classification C34
"Multivariate: Truncated and Censored Models"
These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the C34 classification. (sorted by date)
A Likelihood Ratio Test for Stationarity of Rating Transitions
by Rafael Weißbach of the Technische Universität Dortmund, and
Ronja Walter of the Technische Universität Dortmund
(252K PDF) -- 23 pages -- November 27, 2008
Is Firm Interdependence within Industries Important for Portfolio Credit Risk?
by Kenneth Carling of IFAU, Uppsala, Sweden, & Dalarna University,
Lars Rönnegård of Uppsala University, and
Kasper Roszbach of Sveriges Riksbank
(388K PDF) -- 33 pages -- January 22, 2007
Bank Lending Policy, Credit Scoring and the Survival of Loans
by Kasper Roszbach of the Stockholm School of Economics
(1,031K PDF) -- 28 pages -- September 17, 1998
Dionne, Georges, Manuel Artís, and Montserrat Guillén, " Count Data Models for a Credit Scoring System", Journal of Empirical Finance, Vol. 3, No. 3, (September 1996), pp. 303-325.
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