Assessing bankruptcy prediction models via information content of technical inefficiency
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- Ruey-Ching Hwang & Huimin Chung & Jiun-Yi Ku, 2013. "Predicting Recurrent Financial Distresses with Autocorrelation Structure: An Empirical Analysis from an Emerging Market," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(3), pages 321-341, June.
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More about this item
KeywordsDiscrete-time hazard model; Merton model; Robust Wald test; Stochastic frontier model; D24; G20;
- D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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