Survival products with time-varying covariates (TVCs) are greatly Utilized in the literature on credit rating risk prediction. However, when these covariates are endogenous, the inclusion procedure has been restricted to practices like lagging these variables or managing them as exogenous. That contributes to feasible biased estimators (depending on the https://messiahgqaaj.blog-eye.com/29011127/the-2-minute-rule-for-peter-cornwell