Survival types with time-various covariates (TVCs) are extensively used in the literature on credit rating risk prediction. Having said that, when these covariates are endogenous, the inclusion treatment has become limited to procedures like lagging these variables or managing them as exogenous. That brings about achievable biased estimators (based https://archerxmlfp.weblogco.com/28977448/top-guidelines-of-stress-testing-and-forecasting-peter-cornwell