Examinando por Materia "Panel de datos no lineal"

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    Medición del riesgo de crédito de las entidades del sector financiero colombiano : una aproximación mediante el modelo panel data binario
    (Universidad EAFIT, 2012) Aristizábal Monsalve, Marcela; Perea Arango, José; Ramírez Hassan, Andrés
    The recently empirical evidence has shown the importance of measurement tools to explain the Companies financial situation. Hence, the increasing importance of credit risk models, as illustrated in this paper. These models apply the nonlinear panel data methodology, specifically binomial models, to find the probability of default, using principal component analysis, which are got from a set of financial variables (accountant variables).. The analyzed period is between 2007 and 2011, with information from 45 financial institutions. The main conclusion is the narrow margin that evidences the financial sector in Colombia, in an environment where caution is important.