Testing the differences between the determinants of moody's and standard & poor's ratings an application of smooth simulated maximum likelihood estimation
- 1 January 1993
- journal article
- research article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 8 (1) , 51-69
- https://doi.org/10.1002/jae.3950080105
Abstract
No abstract availableKeywords
This publication has 14 references indexed in Scilit:
- Dual Bond Ratings: A Test of the Certification Function of Rating AgenciesThe Financial Review, 1990
- Simulation and the Asymptotics of Optimization EstimatorsEconometrica, 1989
- A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical IntegrationEconometrica, 1989
- Analyzing Changes in Municipal Bond Ratings: A Different PerspectiveUrban Studies, 1988
- Bond Ratings: Are Two Better than One?Financial Management, 1988
- Why Split Ratings OccurFinancial Management, 1986
- Algorithm AS 195: Multivariate Normal Probabilities with Error BoundJournal of the Royal Statistical Society Series C: Applied Statistics, 1984
- Accounting Numbers and Socioeconomic Variables As Predictors of Municipal General Obligation Bond RatingsJournal of Accounting Research, 1984
- Statistical Models of Bond Ratings: A Methodological InquiryThe Journal of Business, 1979
- Sample Selection Bias as a Specification ErrorEconometrica, 1979