Sep 21, 2009

Articles in journals

Afonso, A., Rother, P., Gomes, P.

16

4

Using ordered logit and probit plus random effects ordered probit approaches, we study the determinants of sovereign debt ratings. We found that the last procedure is the best for panel data as it takes into account the additional cross-section error.

Ordered probit,Ordered logit,Random-effects ordered probit,Sovereign rating