Ordered response models for sovereign debt ratings
Pedro Gomes () and
Applied Economics Letters, 2009, vol. 16, issue 8, 769-773
Using ordered logit and probit plus random effects ordered probit approaches, we study the determinants of sovereign debt ratings. We found that the last procedure is the best for panel data as it takes into account the additional cross-section error.
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Working Paper: Ordered Response Models for Sovereign Debt Ratings (2006)
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