Understanding and predicting sovereign debt rescheduling: a comparison of the areas under receiver operating characteristic curves
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- Barney, Douglas K & Alse, Janardhanan A, 2001. "Predicting LDC Debt Rescheduling: Performance Evaluation of OLS, Logit, and Neural Network Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(8), pages 603-615, December.
- Galindo, J & Tamayo, P, 2000. "Credit Risk Assessment Using Statistical and Machine Learning: Basic Methodology and Risk Modeling Applications," Computational Economics, Springer;Society for Computational Economics, vol. 15(1-2), pages 107-143, April.
- Peter Sephton, 2001. "Forecasting recessions: can we do better on MARS?," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 39-49.
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- Pasiouras, Fotios & Tanna, Sailesh, 2010. "The prediction of bank acquisition targets with discriminant and logit analyses: Methodological issues and empirical evidence," Research in International Business and Finance, Elsevier, vol. 24(1), pages 39-61, January.
- Fantazzini, Dean, 2008. "Credit Risk Management," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 12(4), pages 84-137.
- Tonatiuh Peña & Serafín Martínez & Bolanle Abudu, 2009. "Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques," Working Papers 2009-18, Banco de México.
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