Survival designs with time-different covariates (TVCs) are extensively used in the literature on credit rating danger prediction. Even so, when these covariates are endogenous, the inclusion procedure has become limited to techniques for example lagging these variables or treating them as exogenous. That results in doable biased estimators (depending https://elliotynlfi.bloggactif.com/29667421/anz-bank-an-overview