Bayesian analysis of duration models: An application to Chapter 11 bankruptcy

Economics Letters

Volumn 63, Issue 3, 1999, Pages 305-312

  Li, Kai ^a  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Bayesian inference; Chapter 11 bankruptcy; Duration models; High yield bonds; Laplace approximation

Indexed keywords

EID: 0033245305     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(99)00052-x     Document Type: Article

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