Modeling and Estimating the Credit Cycle by a Probit-AR(1)-Process

Höse, S., & Vogl, K. (2006). Modeling and Estimating the Credit Cycle by a Probit-AR(1)-Process. In From Data and Information Analysis to Knowledge Engineering (pp. 534–541). Springer-Verlag. https://doi.org/10.1007/3-540-31314-1_65