Survival products with time-varying covariates (TVCs) are extensively used in the literature on credit possibility prediction. Having said that, when these covariates are endogenous, the inclusion treatment has actually been limited to tactics for instance lagging these variables or dealing with them as exogenous. That results in attainable biased https://beaulftyb.tribunablog.com/top-guidelines-of-stress-testing-and-forecasting-peter-cornwell-43273938