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Forecasting Corporate Bankruptcy: Optimizing the Performance of the Mixed Logit Model

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  • David A. Hensher
  • Stewart Jones

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Suggested Citation

  • David A. Hensher & Stewart Jones, 2007. "Forecasting Corporate Bankruptcy: Optimizing the Performance of the Mixed Logit Model," Abacus, Accounting Foundation, University of Sydney, vol. 43(3), pages 241-264.
  • Handle: RePEc:bla:abacus:v:43:y:2007:i:3:p:241-264
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    File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-6281.2007.00228.x
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    References listed on IDEAS

    as
    1. David Revelt and Kenneth Train., 2000. "Customer-Specific Taste Parameters and Mixed Logit: Households' Choice of Electricity Supplier," Economics Working Papers E00-274, University of California at Berkeley.
    2. Train,Kenneth E., 2009. "Discrete Choice Methods with Simulation," Cambridge Books, Cambridge University Press, number 9780521766555, April.
    3. Stewart Jones & David A. Hensher, 2007. "Evaluating the Behavioural Performance of Alternative Logit Models: An Application to Corporate Takeovers Research," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(7-8), pages 1193-1220.
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    Cited by:

    1. Ana Paula Matias Gama & Helena Susana Amaral Geraldes, 2012. "Credit risk assessment and the impact of the New Basel Capital Accord on small and medium-sized enterprises: An empirical analysis," Management Research Review, Emerald Group Publishing, vol. 35(8), pages 727-749, July.
    2. Elizabeth Carson & Neil Fargher & Yuyu Zhang, 2016. "Trends in Auditor Reporting in Australia: A Synthesis and Opportunities for Research," Australian Accounting Review, CPA Australia, vol. 26(3), pages 226-242, September.
    3. repec:pab:rmcpee:v:24:y:2018:i:1:p:5-24 is not listed on IDEAS
    4. Carlos Serrano-Cinca & Yolanda Fuertes-Callén & Begoña Gutiérrez-Nieto & Beatriz Cuellar-Fernández, 2014. "Path modelling to bankruptcy: causes and symptoms of the banking crisis," Applied Economics, Taylor & Francis Journals, vol. 46(31), pages 3798-3811, November.
    5. Maria H. Kim & Graham Partington, 2015. "Dynamic forecasts of financial distress of Australian firms," Australian Journal of Management, Australian School of Business, vol. 40(1), pages 135-160, February.
    6. repec:rss:jnljef:v4i3p6 is not listed on IDEAS
    7. repec:rss:jnljbs:v2i1p3 is not listed on IDEAS
    8. repec:gam:jsusta:v:9:y:2017:i:9:p:1588-:d:111035 is not listed on IDEAS
    9. Bhimani, Alnoor & Gulamhussen, Mohamed Azzim & Lopes, Samuel Da-Rocha, 2010. "Accounting and non-accounting determinants of default: An analysis of privately-held firms," Journal of Accounting and Public Policy, Elsevier, vol. 29(6), pages 517-532, November.
    10. Martin Kukuk & Michael Rönnberg, 2013. "Corporate credit default models: a mixed logit approach," Review of Quantitative Finance and Accounting, Springer, vol. 40(3), pages 467-483, April.
    11. Amendola, Alessandra & Restaino, Marialuisa & Sensini, Luca, 2015. "An analysis of the determinants of financial distress in Italy: A competing risks approach," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 33-41.

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