Survival versions with time-various covariates (TVCs) are extensively used in the literature on credit rating hazard prediction. Nonetheless, when these covariates are endogenous, the inclusion process has actually been limited to tactics for example lagging these variables or managing them as exogenous. That leads to doable biased estimators (depending https://martinnremd.blogdiloz.com/28373108/westpac-peter-cornwell-secrets