Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity
type: Item
instance of: scholarly article
title: Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity
zbMATH Open document ID: 1416.91409
author: Ilyes Abid
author: Farid Mkaouar
author: Olfa Kaabia
published in: Annals of Operations Research
publication date: 2018-10-31T00:00:00Z
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6969429
zbMATH Keywords: bankruptcy default
zbMATH Keywords: unobserved heterogeneity factors
zbMATH Keywords: duration model
zbMATH Keywords: multi-period logit model
zbMATH Keywords: maximum simulated likelihood estimation
zbMATH Keywords: GHK algorithm
MaRDI profile type: Publication
full work available at URL: s10479-016-2143-2
OpenAlex ID: W2283335689
cites work: Comparative analysis of artificial neural network models: Application in bankruptcy prediction
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cites work: Q5654899
cites work: Model combination for credit risk assessment: a stacked generalization approach
cites work: A Computationally Practical Simulation Estimator for Panel Data
DOI: 10.1007/S10479-016-2143-2
description: scientific article; zbMATH DE number 6969429