Credit risk modelling under recessionary and financially distressed conditions

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

Eric Zivot, Donald W. K. Andrews · Journal of Business and Economic Statistics · 2002 · 5.8K citations

Social Sciences, Economics, Econometrics +16

Threshold effects in non-dynamic panels: Estimation, testing, and inference

Bruce E. Hansen · Journal of Econometrics · 1999 · 4.9K citations

Public Health, Biostatistics, Causal Inference +10

Tests for Parameter Instability and Structural Change With Unknown Change Point

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Management, Business Economics, Change Measurement +14

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

Eric Zivot, Donald W. K. Andrews · Journal of Business and Economic Statistics · 1992 · 3.1K citations

Social Sciences, Economics, Econometrics +16

Forecasting Bankruptcy More Accurately: A Simple Hazard Model

Tyler Shumway · The Journal of Business · 2001 · 2.5K citations

Business, Finance, Financial Management +17