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The inclusion of time-various covariates into survival Assessment has led to higher predictions of time to default in behavioural credit score scoring models. Having said that, when these time-different covariates are endogenous, There's two major challenges: estimation bias of the survival design and insufficient a prediction framework for long ru
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Survival styles with time-different covariates (TVCs) are broadly used in the literature on credit history risk prediction. Having said that, when these covariates are endogenous, the inclusion technique has long been restricted to methods for example lagging these variables or dealing with them as exogenous. That results in feasible biased estimat