Early warning systems for sovereign debt crises: The role of heterogeneity
type: Item
instance of: scholarly article
title: Early warning systems for sovereign debt crises: The role of heterogeneity
zbMATH Open document ID: 1157.62552
author: Elena Kalotychou
author: Ana-María Fuertes
published in: Computational Statistics and Data Analysis
publication date: 2009-04-06T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5540501
zbMATH Keywords: credit risk
zbMATH Keywords: default probability
zbMATH Keywords: emerging markets
zbMATH Keywords: loss function
zbMATH Keywords: panel logit
zbMATH Keywords: predictive performance
zbMATH Keywords: unobserved heterogeneity
MaRDI profile type: Publication
full work available at URL: j.csda.2006.08.023
OpenAlex ID: W1993371202
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DOI: 10.1016/J.CSDA.2006.08.023
description: scientific article; zbMATH DE number 5540501