Extended Vasicek Credit Loss Model with Macroeconomic Factors // Fits the extended Vasicek single-factor credit loss model where the probability of default depends on macroeconomic covariates. Maximum likelihood estimates of all parameters, including asset value correlation, are obtained via closed-form probit- transformed OLS regression; see Mayorov (2026) doi:10.2139/ssrn.6506378 for derivation.