Survival styles with time-various covariates (TVCs) are widely Employed in the literature on credit history danger prediction. Nonetheless, when these covariates are endogenous, the inclusion method has actually been restricted to procedures for instance lagging these variables or treating them as exogenous. That causes doable biased estimators (according to https://headofstresstestingandfor49843.blogdiloz.com/28469401/5-simple-techniques-for-stress-testing-and-forecasting-peter-cornwell