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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.

Author: Ruey-Ching Hwang, Cheng, K. F., Lee, Jack C.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2007
Analysis, Economic conditions, Bankruptcy, Logits, Company bankruptcy, Report

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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.

Author: Yu-Pin-Hu
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2005
Time-series analysis, Time series analysis

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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.

Author: Wang, Yan, Yao, Yudong
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2007
Economics, Growth, Company growth, Global economy, Economic theory

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Subjects list: United States, Usage, Forecasts and trends, Market trend/market analysis
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