Comparison of performance measures for multivariate discrete models
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DOI: 10.1007/s10182-008-0078-x
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References listed on IDEAS
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- Hans B. Christensen & Valeri V. Nikolaev, 2012. "Capital Versus Performance Covenants in Debt Contracts," Journal of Accounting Research, Wiley Blackwell, vol. 50(1), pages 75-116, March.
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Keywords
Discrete copula model; Multivariate probit model; Goodness of fit measures; Simulation;All these keywords.
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