Survival models with time-varying covariates (TVCs) are greatly Employed in the literature on credit rating possibility prediction. Nevertheless, when these covariates are endogenous, the inclusion procedure has actually been restricted to tactics including lagging these variables or dealing with them as exogenous. That leads to feasible biased estimators (depending https://micro-penis-peter-cornwel16036.blogmazing.com/28464292/the-ultimate-guide-to-head-of-stress-testing-and-forecasting