|
|---|
|
| 相关主题 |
|---|
| ● econometrics club | ● 请问一下LGD中如何选择合适的discount rate？ | | ● Positions Open: One, in statistics, econometrics, economics, or operation research | ● 关于downturn EAD与LGD | | ● Open positions - Statistics, Biostatistics, Econometrics | ● How to creat PD (Probability Default) for consumer loans? | | ● OPEN POSITIONS in Statistics, Biostatistics, and Econometrics | ● 请版上大牛讨论PD, LGD方面的知识吧 | | ● OPEN POSITIONS: Statistics, Biostatistics, and Econometrics | ● [job info]Credit Risk Analyst | | ● AR(1) and clustering by firms | ● fyi | | ● [请教]有啥网上资源是statistics关于Basel II的应用的 | ● quant analyst | | ● credit risk的大牛们，科普一下Credit Risk Parameters 吧！ | ● job opening in northern NJ, key word: statistical modeling, (转载) |
|
|
|
|
|
s*********e
发帖数: 1051 | 1 Papke, L. E. and J. Wooldridge. 1996.
Econometric methods for fractional response variables with an application to
401(k) plan participation rates. Journal of Applied Econometrics 11: 619–
632.
could you please send it to w********[email protected]?
thank you so much for your help! | s*********e
发帖数: 1051 | 2 Thanks for everyone helping me and sending me the paper.
The reason I'd like to have the paper is because this is the original paper
about fractional logit by QMLE proposed by Papke and Wooldridge. From what I
can see, this approach might be the most elegant solution to model loss
given default (LGD) in the credit risk content. (just thought some of you
might be interested)
Have a nice weekend.
to
【在 s*********e 的大作中提到】
: Papke, L. E. and J. Wooldridge. 1996.
: Econometric methods for fractional response variables with an application to
: 401(k) plan participation rates. Journal of Applied Econometrics 11: 619–
: 632.
: could you please send it to w********[email protected]?
: thank you so much for your help!
|
|
|
|
|
| 相关主题 |
|---|
| ● job opening in northern NJ, key word: statistical modeling, (转载) | ● OPEN POSITIONS: Statistics, Biostatistics, and Econometrics | | ● 求建议:职位的选择 | ● AR(1) and clustering by firms | | ● marketing risk和credit risk 的offer，求比较，谢谢 (转载) | ● [请教]有啥网上资源是statistics关于Basel II的应用的 | | ● 小女纸来问个关于CCAR的问题， 大侠侠们要不令赐教阿 | ● credit risk的大牛们，科普一下Credit Risk Parameters 吧！ | | ● econometrics club | ● 请问一下LGD中如何选择合适的discount rate？ | | ● Positions Open: One, in statistics, econometrics, economics, or operation research | ● 关于downturn EAD与LGD | | ● Open positions - Statistics, Biostatistics, Econometrics | ● How to creat PD (Probability Default) for consumer loans? | | ● OPEN POSITIONS in Statistics, Biostatistics, and Econometrics | ● 请版上大牛讨论PD, LGD方面的知识吧 |
|
|
|
