Survival designs with time-varying covariates (TVCs) are broadly Employed in the literature on credit rating hazard prediction. Nevertheless, when these covariates are endogenous, the inclusion treatment has long been restricted to techniques which include lagging these variables or treating them as exogenous. That leads to feasible biased estimators (depending https://sergiowjlta.link4blogs.com/51010518/the-2-minute-rule-for-peter-cornwell