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Search: subject:"Autocorrelation structure"
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Autocorrelation structure
3
Dynamic logit model
2
Expanding rolling window approach
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Predicted number of financial distresses
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ACP model
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Chung, Huimin
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Hwang, Ruey-Ching
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Weiß, Christian
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Journal of Financial Services Research
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Journal of financial services research : JFSR
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Statistical Methods and Applications
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1
Predicting Recurrent Financial Distresses with
Autocorrelation
Structure
: An Empirical Analysis from an Emerging Market
Hwang, Ruey-Ching
;
Chung, Huimin
;
Ku, Jiun-Yi
- In:
Journal of Financial Services Research
43
(
2013
)
3
,
pp. 321-341
The dynamic logit model (DLM) with
autocorrelation
structure
(Liang and Zeger Biometrika 73:13–22, <CitationRef …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010987900
Saved in:
2
Predicting recurrent financial distresses with
autocorrelation
structure
: an empirical analysis from an emerging market
Hwang, Ruey-ching
;
Chung, Huimin
;
Ku, Jiun-yi
- In:
Journal of financial services research : JFSR
43
(
2013
)
3
,
pp. 321-341
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009758095
Saved in:
3
Modelling time series of counts with overdispersion
Weiß, Christian
- In:
Statistical Methods and Applications
18
(
2009
)
4
,
pp. 507-519
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008537610
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