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PREDICTING BANKRUPTCY WITH SEMI-PARAMETRIC SINGLE-INDEX MODEL

Arjana Brezigar Masten
Igor Masten

Puni tekst: engleski, pdf (1 MB) str. 121-133 preuzimanja: 522* citiraj
APA 6th Edition
Brezigar Masten, A. i Masten, I. (2012). PREDICTING BANKRUPTCY WITH SEMI-PARAMETRIC SINGLE-INDEX MODEL. Economic research - Ekonomska istraživanja, 25 (1), 121-133. Preuzeto s https://hrcak.srce.hr/80016
MLA 8th Edition
Brezigar Masten, Arjana i Igor Masten. "PREDICTING BANKRUPTCY WITH SEMI-PARAMETRIC SINGLE-INDEX MODEL." Economic research - Ekonomska istraživanja, vol. 25, br. 1, 2012, str. 121-133. https://hrcak.srce.hr/80016. Citirano 05.04.2020.
Chicago 17th Edition
Brezigar Masten, Arjana i Igor Masten. "PREDICTING BANKRUPTCY WITH SEMI-PARAMETRIC SINGLE-INDEX MODEL." Economic research - Ekonomska istraživanja 25, br. 1 (2012): 121-133. https://hrcak.srce.hr/80016
Harvard
Brezigar Masten, A., i Masten, I. (2012). 'PREDICTING BANKRUPTCY WITH SEMI-PARAMETRIC SINGLE-INDEX MODEL', Economic research - Ekonomska istraživanja, 25(1), str. 121-133. Preuzeto s: https://hrcak.srce.hr/80016 (Datum pristupa: 05.04.2020.)
Vancouver
Brezigar Masten A, Masten I. PREDICTING BANKRUPTCY WITH SEMI-PARAMETRIC SINGLE-INDEX MODEL. Economic research - Ekonomska istraživanja [Internet]. 2012 [pristupljeno 05.04.2020.];25(1):121-133. Dostupno na: https://hrcak.srce.hr/80016
IEEE
A. Brezigar Masten i I. Masten, "PREDICTING BANKRUPTCY WITH SEMI-PARAMETRIC SINGLE-INDEX MODEL", Economic research - Ekonomska istraživanja, vol.25, br. 1, str. 121-133, 2012. [Online]. Dostupno na: https://hrcak.srce.hr/80016. [Citirano: 05.04.2020.]

Sažetak
Semi-parametric methods are virtually neglected in the bankruptcy prediction literature. This paper compares the logit model, as the standard parametric model for bankruptcy prediction, to the semi-parametric model developed by Klein and Spady (1993). Special care is devoted to the effect of choice-based sampling prediction accuracy. The choice of the sampling and estimation method lead to a similar trade offs. Using choice-based sampling and logit model leads to minimization of risk exposure. Samples unbalanced across groups and the semi-parametric method allow for better overall prediction accuracy and thus profit maximization.

Ključne riječi
bankruptcy prediction; semi-parametric methods

Hrčak ID: 80016

URI
https://hrcak.srce.hr/80016

[hrvatski]

Posjeta: 878 *