Steffi Höse, Konstantin Vogl. Modeling and Estimating the Credit Cycle by a Probit-AR(1)-Process. In Myra Spiliopoulou, Rudolf Kruse, Christian Borgelt, Andreas Nürnberger, Wolfgang Gaul, editors, From Data and Information Analysis to Knowledge Engineering, Proceedings of the 29th Annual Conference of the Gesellschaft für Klassifikation e.V., University of Magdeburg, March 9-11, 2005. Studies in Classification, Data Analysis, and Knowledge Organization, pages 534-541, Springer, 2005. [doi]
Abstract is missing.