Estimating Markov transition matrices using proportions data
Subtitle: an application to credit risk
By: prepared by Matthew T. Jones.
Contributors: International Monetary Fund. Monetary and Financial Systems Dept.
Series: IMF working paper -- WP/05/219
Publisher: International Monetary Fund, Monetary and Financial Systems Dept.
Published: 2005
Place of publication: [Washington, D.C.]
Language: eng
Number of pages: 25
Subjects: Credit -- Econometric models.; Risk -- Econometric models.; Markov processes.
Notes: "November 2005."

Includes bibliographical references.