Survival products with time-various covariates (TVCs) are commonly used in the literature on credit danger prediction. However, when these covariates are endogenous, the inclusion process has actually been restricted to practices for instance lagging these variables or treating them as exogenous. That causes attainable biased estimators (dependant upon the https://zanehwowo.mybuzzblog.com/8468866/the-ultimate-guide-to-head-of-stress-testing-and-forecasting