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Document type:
Zeitschriftenaufsatz 
Author(s):
Dakovic, R., Czado, C., Berg, D. 
Title:
Bankruptcy prediction in Norway: a comparison study. 
Abstract:
In this paper we develop statistical models for bankruptcy predic- tion of Norwegian ¯rms in the limited liability sector using annual bal- ance sheet information. We ¯t generalized linear-, generalized linear mixed- and generalized additive models in a discrete hazard setting. It is demonstrated that careful examination of the functional relationship between the explanatory variables and the probability of bankruptcy enhances the models' forecasting performance. Using information on...    »
 
Journal title:
Applied Economics Letters 
Year:
2010 
Journal volume:
17 
Year / month:
2010-03 
Journal issue:
17 
Pages contribution:
1739-1746 
Reviewed:
ja 
Language:
en 
Status:
Verlagsversion / published 
Semester:
SS 10 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text