Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients
type: Item
instance of: scholarly article
title: Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients
zbMATH Open document ID: 1487.62134
author: Raffaella Calabrese
author: Jonathan Crook
published in: European Journal of Operational Research
publication date: 2021-05-03T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M30
Mathematics Subject Classification ID: 91G45
zbMATH DE Number: 7342765
zbMATH Keywords: conditional autoregressive model
zbMATH Keywords: survival model
zbMATH Keywords: spatial contagion
zbMATH Keywords: mortgage defaults
describes a project that uses: Arc_Mat
MaRDI profile type: Publication
full work available at URL: j.ejor.2020.04.031
OpenAlex ID: W3022621242
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DOI: 10.1016/J.EJOR.2020.04.031
description: scientific article; zbMATH DE number 7342765