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Credit Risk Modelling Under Recessionary and Financial Distressed Conditions
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Credit Risk Modelling Under Recessionary and Financial Distressed Conditions (2017)Credit Risk Modelling Under Recessionary …A Model of Mortgage Default (2011)A Model of Mortgage DefaultRecent developments in consumer credit risk assessment (2007)Recent developments in consum…Selection of estimation window in the presence of breaks (2006)Selection of estimation windo…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…An Empirical Analysis of Personal Bankruptcy and Delinquency (2002)An Empirical Analysis of Pers…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Econometric Analysis of Cross Section and Panel Data (2001)Econometric Analysis of Cross…Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (2001)Consistent model and moment s…Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (2000)Mortgage Terminations, Hetero…Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)Threshold effects in non-dyna…Estimation of a Change Point in Multiple Regression Models (1997)Estimation of a Change Point …The prudential regulation of banks (1996)The prudential regulation of …Prudential Regulation for Banks (1995)Prudential Regulation for Ban…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…The measurement of urban travel demand (1974)The measurement of urban trav…Predicting default risk under asymmetric binary link functions (2020)Predicting default risk under…On the Determinants of NPLs: Lessons from Greece (2017)On the Determinants of NPLs: …Inference About the Change-Point in a Sequence of Random Variables (1970)Searching For a Break in GNP (1988)The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity (2001)Selective review of offline change point detection methods (2019)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)Sample Splitting and Threshold Estimation (2000)Do green technology innovations contribute to carbon dioxide emission reduction? 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References

  • 2001Econometric Analysis of Cross Section and Panel Data27,643 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,774 cited
  • 1999Threshold effects in non-dynamic panels: Estimation, testing, and inference5,446 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,248 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 1974The measurement of urban travel demand2,630 cited
  • 2001Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models981 cited
  • 1996The prudential regulation of banks857 cited
  • 1997Estimation of a Change Point in Multiple Regression Models829 cited
  • 2000Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options794 cited
  • 2002An Empirical Analysis of Personal Bankruptcy and Delinquency540 cited
  • 1995Prudential Regulation for Banks522 cited
  • 2006Selection of estimation window in the presence of breaks479 cited
  • 2007Recent developments in consumer credit risk assessment

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472 cited
  • 2011A Model of Mortgage Default464 cited
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    • 2017On the Determinants of NPLs: Lessons from Greece18 cited
    • 2020Predicting default risk under asymmetric binary link functions12 cited