Threshold mixed data sampling logit model with an application to forecasting US bank failures
Lixiong Yang, Mingjian Ren, Jianming Bai
| Year of publication: |
2025
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|---|---|
| Authors: | Yang, Lixiong ; Ren, Mingjian ; Bai, Jianming |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 68.2025, 1, p. 433-477
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| Subject: | Bank failures | Estimation | Logit | Mixed data sampling (MIDAS) | Testing | Threshold effect | Logit-Modell | Logit model | Bankinsolvenz | Bank failure | Prognoseverfahren | Forecasting model | USA | United States | Stichprobenerhebung | Sampling | Theorie | Theory | Schätzung | Regressionsanalyse | Regression analysis | Mikroökonometrie | Microeconometrics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-024-02639-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015193798