A simulation estimator for testing the time homogeneity of credit rating transitions

Nicholas Kiefer and C. Erik Larson

Journal of Empirical Finance, 2007, vol. 14, issue 5, 818-835

Date: 2007
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Working Paper: A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:14:y:2007:i:5:p:818-835

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