Hunting the Living Dead A “Peso Problem” in Corporate Liabilities Data
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KeywordsCredit risk; Corporate debt; Peso problem; Maximum likelihood; Transformed data;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-06-27 (All new papers)
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