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Ökonometrische Verfahren zur Modellierung von Kreditausfallwahrscheinlichkeiten: Logit- und Probit-Modelle
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Ökonometrische Verfahren zur Modellierung von Kreditausfallwahrscheinlichkeiten: Logit- und Probit-Modelle (2003)Ökonometrische Verfahren zur Modellierung…Stability of rating transitions (2000)Stability of rating transitio…A comparative anatomy of credit risk models (2000)A comparative anatomy of cred…Identifying failing companies: a re-evaluation of the logit, probit and DA approaches (1999)Identifying failing companies…Bank behavior based on internal credit ratings of borrowers (1998)Bank behavior based on intern…Differences of opinion and selection bias in the credit rating industry (1997)Differences of opinion and se…Credit risk measurement: Developments over the last 20 years (1997)Credit risk measurement: Deve…An ordered probit analysis of transaction stock prices (1990)An ordered probit analysis of…An econometric analysis of the bank credit scoring problem (1989)An econometric analysis of th…The role of collateral in credit markets with imperfect information (1987)The role of collateral in cre…Screening vs. Rationing in Credit Markets with Imperfect Information (1985)Screening vs. Rationing in Cr…Limited-Dependent and Qualitative Variables in Econometrics (1983)Limited-Dependent and Qualita…Credit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…Specification Tests in Econometrics (1978)Specification Tests in Econom…The Estimation of Choice Probabilities from Choice Based Samples (1977)The Estimation of Choice Prob…The measurement of urban travel demand (1974)The measurement of urban trav…Interrelated Factor Demand Functions (1969)Interrelated Factor Demand Fu…Increases in risk and in risk aversion (1974)Risk Sharing and Incentives in the Principal and Agent Relationship (1979)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Dependence and Growth (1996)Adverse Selection in the Labor Market (2018)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Imperfect Information, Uncertainty, and Credit Rationing (1976)The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle (1998)Information and the Change in the Paradigm in Economics (2002)Founders’ human capital and the growth of new technology-based firms: A competence-based view (2005)Conditional logit analysis of qualitative choice behavior (1972)Maximum score estimation of the stochastic utility model of choice (1975)Quantal Choice Analaysis: A Survey (1976)The analysis of household surveys (1997)Discrete Choice Methods with Simulation (2001)Econometric Analysis of Cross Section and Panel Data (2001)Incentive Compatibility and the Bargaining Problem (1979)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Courts and Banks: Effects of Judicial Enforcement on Credit Markets (2005)Credit Risk in Private Debt Portfolios (1998)One-Factor Fallacy (1998)A risk-factor model foundation for ratings-based bank capital rules (2003)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)The Use of Error Components Models in Combining Cross Section with Time Series Data (1969)The Use of Variance Components Models in Pooling Cross Section and Time Series Data (1971)On the Pooling of Time Series and Cross Section Data (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks (2002)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)Rating Drift in High-Yield Bonds (1992)The Implications of Corporate Bond Ratings Drift (1992)The Credit Rating Industry (1995)Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)How rating agencies achieve rating stability (2004)The Urban Transportation Problem (1965)Urban Travel Demand: A Behavioral Analysis (1977)Human Capital, Effort, and the Sexual Division of Labor (1985)Network Dynamics and Field Evolution: The Growth of Interorganizational Collaboration in the Life Sciences (2005)Red Media, Blue Media: Evidence of Ideological Selectivity in Media Use (2009)Does Foreign Direct Investment Increase the Productivity of Domestic Firms? 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References

  • 1978Specification Tests in Econometrics19,451 cited
  • 1983Limited-Dependent and Qualitative Variables in Econometrics13,338 cited
  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1974The measurement of urban travel demand2,630 cited
  • 1985Screening vs. Rationing in Credit Markets with Imperfect Information1,432 cited
  • 1977The Estimation of Choice Probabilities from Choice Based Samples1,207 cited
  • 1997Credit risk measurement: Developments over the last 20 years836 cited
  • 2000A comparative anatomy of credit risk models719 cited
  • 2000Stability of rating transitions574 cited
  • 1987The role of collateral in credit markets with imperfect information546 cited
  • 1990An ordered probit analysis of transaction stock prices418 cited
  • 1999Identifying failing companies: a re-evaluation of the logit, probit and DA approaches386 cited
  • 1969Interrelated Factor Demand Functions318 cited
  • 1997Differences of opinion and selection bias in the credit rating industry296 cited
  • 1989An econometric analysis of the bank credit scoring problem284 cited
  • 1998

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Bank behavior based on internal credit ratings of borrowers
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