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Other ORP type . 2026
License: CC BY
Data sources: Datacite
ZENODO
Other ORP type . 2026
License: CC BY
Data sources: Datacite
ZENODO
Other ORP type . 2026
License: CC BY
Data sources: Datacite
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Online Appendix - A Bayesian Approach to Probability Default Model Calibration: Theoretical and Empirical Insights on the Jeffreys Test

Authors: Hurlin, Christophe; Yoann, Pull;

Online Appendix - A Bayesian Approach to Probability Default Model Calibration: Theoretical and Empirical Insights on the Jeffreys Test

Abstract

Online Appendix — Supplementary Material This online appendix provides supplementary methodological details, additional theoretical results and proofs, and extended empirical and simulation evidence that support the main paper. It includes further robustness checks, complementary tables and figures, and implementation details designed to facilitate replication and interpretation of the results. The appendix is intended to be read alongside the main manuscript and is referenced throughout the paper where additional material is required.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average