Survival models with time-different covariates (TVCs) are commonly Employed in the literature on credit hazard prediction. However, when these covariates are endogenous, the inclusion technique has been limited to procedures for example lagging these variables or treating them as exogenous. That brings about achievable biased estimators (depending on the https://abuser-peter-cornwell38784.canariblogs.com/the-ultimate-guide-to-head-of-stress-testing-and-forecasting-44230605