Survival types with time-varying covariates (TVCs) are commonly used in the literature on credit hazard prediction. However, when these covariates are endogenous, the inclusion technique has long been limited to practices like lagging these variables or treating them as exogenous. That leads to doable biased estimators (dependant upon the https://petercornwellmicropenis41498.bloggerchest.com/28815824/5-simple-techniques-for-stress-testing-and-forecasting-peter-cornwell