Predicting Credit Rating of Taiwan Businesses under Autocorrelation Structure
碩士 === 國立交通大學 === 經營管理研究所 === 98 === This study mainly follows Hwang et al, (2009), used the generalized estimating equations to estimate the parameters of Dynamic Order Probit Model (DOPM), which assumed the autocorrelation structure of the error term. On the other hand, we used maximum likelihood...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/82023013170506371899 |