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Showing 1 to 1 of 1 for “"Sueyoshi proportional hazards model"”.
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The Competing Risks of Prepayment and Default on the Single-Family Mortgage Market
… are estimated by a discrete time competing risks model based on restricted multinomial logit. Two different combinations of dependent variables are used to make the analysis more comprehensive. The first combination is prepayment and default and the second is prepayment and …