The Canadian Journal of Economics / Revue canadienne d'Economique, Vol. 18, No. 1, Econometrics Special (Feb., 1985), pp. 28-37 (10 pages) A computationally tractable, easily interpretable linear ...

This is a preview. Log in through your library . Abstract This paper presents methods for computing aggregate change in probabilities of a binary dependent variable from changes in distributions of ...

The point-in-time rating transition probability, for PD term structure for IFRS9 expected credit loss estimation and CCAR stress testing, is estimated by A forward ordinal probability model structured ...

Unlike conventional linear statistics, circular data is characterised by periodicity and directionality – properties that demand bespoke probability distributions and inference techniques.