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Bartlett corrections in cointegration testing, и . Computational Statistics & Data Analysis, 31 (2): 203--225 (28.08.1999)Corporate credit risk modeling and the macroeconomy, , , и . Journal of Banking & Finance, 31 (3): 845--868 (марта 2007)Dormancy risk and expected profits of consumer loans, , и . Journal of Banking & Finance, 25 (4): 717--739 (апреля 2001)Numerical aspects of a likelihood ratio test statistic for cointegrating rank, и . Computational Statistics & Data Analysis, 23 (4): 453--465 (06.02.1997)Common trends and hysteresis in Scandinavian unemployment, , и . European Economic Review, 41 (9): 1781--1816 (декабря 1997)Internal ratings systems, implied credit risk and the consistency of banks' risk classification policies, , и . Journal of Banking & Finance, 30 (7): 1899--1926 (июля 2006)Bank lending policy, credit scoring and value-at-risk, и . Journal of Banking & Finance, 27 (4): 615--633 (апреля 2003)