Moody’s KMV RiskCalc v3. 1 model DW Dwyer, AE Kocagil, RM Stein Moody’s KMV company, 2004 | 104 | 2004 |
Technology locks, creative destruction, and nonconvergence in productivity levels DW Dwyer Review of Economic Dynamics 1 (2), 430-473, 1998 | 101 | 1998 |
The distribution of defaults and Bayesian model validation DW Dwyer Journal of Risk Model Validation 1 (1), 23-53, 2007 | 56 | 2007 |
EDF™ 8.0 model enhancements D Dwyer, S Qu Moody’s KMV, 2007 | 48 | 2007 |
Power and level validation of Moody’s KMV EDF credit measures in North America, Europe and Asia I Korablev, D Dwyer Moody’s KMV, 2007 | 48 | 2007 |
Examples of overfitting encountered when building private firm default prediction models D Dwyer New York: Moody’s KMV, www. moody’s. com/whitepapers, 2005 | 41 | 2005 |
Credit risk modeling of public firms: EDF9 P Nazeran, D Dwyer Moody’s Analytics White Paper 392, 2015 | 32 | 2015 |
Inferring the default rate in a population by comparing two incomplete default databases DW Dwyer, RM Stein Journal of Banking & Finance 30 (3), 797-810, 2006 | 30 | 2006 |
CDS-implied EDF™ Credit Measures and Fair-value Spreads D Dwyer, Z Li, S Qu, H Russell, J Zhang Moody’s Analytics White Paper, 2010 | 22 | 2010 |
Usage and exposures at default of corporate credit lines: an empirical study J Yinqing Zhao, D Dwyer, J Zhang Journal of Credit Risk 10 (1), 2014 | 21 | 2014 |
Whittling away at productivity dispersion DW Dwyer Center for Economic Studies, US Census Bureau Working Papers, 1995 | 20 | 1995 |
Productivity Races I: Are Some Productivuty Measures Better Than Others? DW Dwyer Center for Economic Studies, US Census Bureau Working Papers, 1997 | 19 | 1997 |
Expected Default Frequency Enhancements D Dwyer New York: Moody’s KMV, www. moody’s. com/whitepapers, 2007 | 17 | 2007 |
Plant-level productivity and the market value of a firm DW Dwyer Center for Economic Studies, US Census Bureau Working Papers, 2001 | 16 | 2001 |
Productivity races II: the issue of capital measurement DW Dwyer Center for Economic Studies, US Census Bureau Working Papers, 1997 | 14 | 1997 |
Power and level validation of Moody’s KMV EDF credit measures in North America I Korablev, D Dwyer Europe, and Asia, Moody’s KMV, 2007 | 13 | 2007 |
Technical document on riskcalc v3. 1 methodology D Dwyer, R Stein Moody's KMV, 2004 | 13 | 2004 |
Moody’s KMV LossCalc V3. 0 D Dwyer, I Korablev Moody’s Analytics, manuscript, 2009 | 11 | 2009 |
Power and level validation of Moody’s KMV EDF™ credit measures in North America, Europe, and Asia D Dwyer, I Korablev Moody’s Analytics White Paper, 2007 | 11 | 2007 |
The effect of imperfect data on default prediction validation tests H Russell, D Dwyer, QK Tang The Journal of Risk Model Validation 6 (1), 77, 2012 | 8 | 2012 |