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Survival versions with time-different covariates (TVCs) are extensively used in the literature on credit hazard prediction. However, when these covariates are endogenous, the inclusion technique has become restricted to practices for example lagging these variables or managing them as exogenous. That contributes to attainable biased estimators (depending on the https://micro-penis-peter-cornwel69129.jts-blog.com/28337118/getting-my-melbourne-to-work

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