A semiparametric method for predicting bankruptcy

Journal of Forecasting

Volumn 26, Issue 5, 2007, Pages 317-342

  Hwang, Ruey Ching ^a,b   Cheng, K F ^c,d   Lee, Jack C ^a  

^a NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

^b DAHAN INSTITUTE OF TECHNOLOGY   (Taiwan)

^c NATIONAL CENTRAL UNIVERSITY   (Taiwan)

^d CHINA MEDICAL UNIVERSITY   (Taiwan)

Author keywords

Linear logit model; Out of sample error rate; Semiparametric logit model

Indexed keywords

ECONOMIC ANALYSIS; FORECASTING; MATHEMATICAL MODELS; PARAMETER ESTIMATION; STATISTICAL METHODS;

LINEAR LOGIT MODELS; OUT-OF-SAMPLE ERROR RATE; PREDICTION MODELS; SEMIPARAMETRIC LOGIT MODELS;

FINANCIAL DATA PROCESSING;

EID: 34548423990     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.1027     Document Type: Article

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