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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 the...    »
 
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