A semiparametric method for predicting bankruptcy
Article Abstract:
Semiparametric logit model and linear logit model are both used in predicting bankruptcy in simple random and case-control data. Based on the findings of the study, SLM is recommended for prospective and retrospective types of data since it is more flexible and robust. An in-depth probe on the methodologies and their application, simulation studies and theoretical results are discussed.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2007
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Identifying the time-effect factors of multiple time series
Article Abstract:
Time-effect factors of a multiple time series can be found by using Pena-Box model, the connection between vector ARMA model and Pena-Box model has been established and evaluated.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2005
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Measuring downside risk and severity for global output
Article Abstract:
A study uses the Value at Risk economic concept to examine the causes for fall in global economic growth.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2007
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