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Survival models with time-varying covariates (TVCs) are widely Employed in the literature on credit threat prediction. Having said that, when these covariates are endogenous, the inclusion treatment has become limited to procedures for example lagging these variables or managing them as exogenous. That contributes to achievable biased estimators (depending https://johnathanquhkr.blogrelation.com/34942470/westpac-peter-cornwell-secrets

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