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Title
Estimating Markov Transition Matrices Using Proportions Data - An Application to Credit Risk
Reference
557669
Board DOC ID
WP/05/219
Date
November 1 2005
Level of description
item
Material
Electronic Records
Language
English
Subject
Credit risk, United States, Loans, Data analysis, Executive Board Document (Country), IMF Working Papers (WP)
Creator
Matthew Jones, Department-wide MFD
External document
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Ref:865759 | Level:
- Executive Board Documents
  Ref:169321 | Level:collection
  contains 61
  - IMF Working Papers (WP)
    Ref:337593 | Level:series
    contains 28
    
    2005 - IMF Working Papers (WP)
    Ref:556358 | Date(s):2005 | Level:sub-series
    contains 247
    
    Estimating Markov Transition Matrices Using Proportions Data - An Application to Credit Risk
    Ref:557669 | Date(s):November 1 2005 | Level:item

Ref:865790 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2005 - IMF Working Papers (WP)
    Ref:556358 | Date(s):2005 | Level:sub-series
    contains 247
    
    Estimating Markov Transition Matrices Using Proportions Data - An Application to Credit Risk
    Ref:557669 | Date(s):November 1 2005 | Level:item

Ref:865850 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2005 - IMF Working Papers (WP)
    Ref:556358 | Date(s):2005 | Level:sub-series
    contains 247
    
    Estimating Markov Transition Matrices Using Proportions Data - An Application to Credit Risk
    Ref:557669 | Date(s):November 1 2005 | Level:item

Ref:865910 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2005 - IMF Working Papers (WP)
    Ref:556358 | Date(s):2005 | Level:sub-series
    contains 247
    
    Estimating Markov Transition Matrices Using Proportions Data - An Application to Credit Risk
    Ref:557669 | Date(s):November 1 2005 | Level:item

Ref:866146 | Level:
- 2005 - IMF Working Papers (WP)
  Ref:556358 | Date(s):2005 | Level:sub-series
  contains 247
  - Estimating Markov Transition Matrices Using Proportions Data - An Application to Credit Risk
    Ref:557669 | Date(s):November 1 2005 | Level:item

Ref:866522 | Level:
- 2005 - IMF Working Papers (WP)
  Ref:556358 | Date(s):2005 | Level:sub-series
  contains 247
  - Estimating Markov Transition Matrices Using Proportions Data - An Application to Credit Risk
    Ref:557669 | Date(s):November 1 2005 | Level:item