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  • Search: subject:"Cox Model"
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Year of publication
Subject
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Cox model 64 Schätztheorie 16 Box-Cox model 15 Estimation theory 15 Theorie 12 Theory 12 Sample selection bias 10 Hausman test 9 Survival analysis 9 Credit risk 8 instrumental variable (IV) model 8 number of parameters 8 specification test 8 Firm performance 6 Unternehmenserfolg 6 Black-Cox model 5 Kreditrisiko 5 Risiko 5 Risk 5 survival analysis 5 Box Cox Model 4 Deutschland 4 Duration analysis 4 Insolvency 4 Insolvenz 4 Sampling 4 Statistical test 4 Statistische Bestandsanalyse 4 Statistischer Test 4 Stichprobenerhebung 4 Business start-up 3 China 3 Default risk 3 Fisher consistency 3 Germany 3 Intensity model 3 Markov chain 3 Markov-Kette 3 Option pricing theory 3 Optionspreistheorie 3
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Online availability
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Undetermined 46 Free 45 CC license 4
Type of publication
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Article 72 Book / Working Paper 33 Other 3
Type of publication (narrower categories)
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Article in journal 36 Aufsatz in Zeitschrift 36 Working Paper 13 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Article 4 Thesis 2 research-article 2 Bibliografie enthalten 1 Bibliography included 1 Hochschulschrift 1
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Language
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English 60 Undetermined 45 German 1 French 1 Spanish 1
Author
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McAleer, Michael 10 Nawata, Kazumitsu 9 Bednarski, Tadeusz 3 Brecht, Beatrix 3 Brecht, Leo 3 Hsing, Yu 3 Badescu, Andrei L. 2 Barberà Mariné, M. Glòria 2 Bone-Winkel, Gero Friedrich 2 Fabregat-Aibar, Laura 2 Feng, Yuanhua 2 Figlewski, Stephen 2 Frydman, Halina 2 Kijima, Masaaki 2 Kneib, Thomas 2 Liang, Weijian 2 Lin, X. Sheldon 2 Makarov, Roman 2 Nowak, Piotr B. 2 Planchet, Frédéric 2 Ptak-Chmielewska, Aneta 2 Skolimowska-Kulig, Magdalena 2 Suzuki, Teruyoshi 2 Tanaka, Keiichi 2 Tang, Dameng 2 Terceño, Antonio 2 ALFONSI, AURÉLIEN 1 Akcin, Haci 1 Alfonsi, Aurélien 1 Augustin, Thomas 1 Ayala, María Alejandra 1 BASTIEN, Philippe 1 Bao, Zongke 1 Barthélémy, Sylvain 1 Basiglio, Stefania 1 Bender, Ralf 1 Besse, Philippe 1 Bijwaard, G.E. 1 Bijwaard, Govert 1 Bonnet, Jean 1
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Institution
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Department of Agricultural and Applied Economics, University of Georgia 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Department of Economics and Finance, College of Business and Economics 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 Erasmus University Rotterdam, Econometric Institute 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Facultat d'Economia i Empresa, Universitat de Barcelona 1 HAL 1 HEC Paris (École des Hautes Études Commerciales) 1 Instituto sobre Desarrollo Empresarial (INDEM), Universidad Carlos III de Madrid 1 Laboratoire de Recherche en Gestion (LaRGE), Institut de Finance de Strasbourg 1 StataCorp LP 1 Tinbergen Instituut 1 Toulouse School of Economics (TSE) 1
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Published in...
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Discussion Paper 4 Annals of the Institute of Statistical Mathematics 3 Insurance / Mathematics & economics 3 Econometric Institute Research Papers 2 Economic modelling 2 Economics Letters 2 Faculty Series 2 International journal of financial engineering 2 International review of economics & finance : IREF 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Journal of business economics and management 2 Lahore Journal of Economics 2 Statistical Methods and Applications 2 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 2 Working paper 2 Astin bulletin : the journal of the International Actuarial Association 1 Bulletin of the Czech Econometric Society 1 Business Economics Working Papers 1 Computational Statistics 1 Digital Finance 1 Digital finance : smart data analytics, investment innovation, and financial technology 1 Discussion Papers, Series II 1 Discussion paper / Tinbergen Institute 1 Diskussionsbeiträge - Serie II 1 Document de travail 1 Documentos de Trabajo del ICAE 1 Econometric Institute Report 1 Econometric Institute research papers 1 Economic Modelling 1 Economics & Human Biology 1 Economics letters 1 Economía 1 Epidemiologic Methods 1 Finance research letters 1 Folia oeconomica Stetinensia : FOS 1 Global Economic Review 1 Growth and change : a journal of urban and regional policy 1 IREA Working Papers 1 Industrial Management & Data Systems 1 International Journal of Biostatistics 1
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Source
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RePEc 47 ECONIS (ZBW) 45 EconStor 10 BASE 4 Other ZBW resources 2
Showing 21 - 30 of 108
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Entrepreneurs: Demographic profile, who has higher chances of survival?
Ptak-Chmielewska, Aneta - In: The International Journal of Management Science and … (2015) 16, pp. 46-60
The scope of this paper is to construct the demographic profile of the entrepreneur. The basic question is: who has higher chances of survival? Recently the interest in firms survival in Poland has increased significantly. To cover the need for more detailed data there was panel database used....
Persistent link: https://www.econbiz.de/10011849159
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The role of uncertainty for export survival : evidence from Estonia
Rahu, Siimu - 2015
Export growth requires not only entry into new markets, but also the survival of trade flows. This paper analyses the role of initial product export share and product differentiation in Estonian manufacturing export survival. For this purpose, detailed firm-product-destination level export data...
Persistent link: https://www.econbiz.de/10011286482
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Cover Image
Entrepreneurs : demographic profile, who has higher chances of survival?
Ptak-Chmielewska, Aneta - In: The international journal of management science and … (2015) 16, pp. 46-60
The scope of this paper is to construct the demographic profile of the entrepreneur. The basic question is: who has higher chances of survival? Recently the interest in firms survival in Poland has increased significantly. To cover the need for more detailed data there was panel database used....
Persistent link: https://www.econbiz.de/10011297378
Saved in:
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A marked Cox model for the number of IBNR claims : estimation and application
Badescu, Andrei L.; Chen, Tianle; Lin, X. Sheldon; … - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 709-739
Persistent link: https://www.econbiz.de/10012125126
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Optimal proportional reinsurance and investment for stochastic factor models
Brachetta, M.; Ceci, C. - In: Insurance / Mathematics & economics 87 (2019), pp. 15-33
Persistent link: https://www.econbiz.de/10012058904
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What drives the dynamics of bank debt renegotiation in Europe? A survival analysis approach
Godlewski, Christophe - Laboratoire de Recherche en Gestion (LaRGE), Institut … - 2014
Debt renegotiation matters for the borrower-lender relationship to ensure the credit agreement is regularly amended to include new information and make it more “complete”. I investigate the determinants of the dynamics of bank loan renegotiations using a sample of 1 600 amendments to private...
Persistent link: https://www.econbiz.de/10010738375
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The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
Nawata, Kazumitsu; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010242832
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The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
Nawata, Kazumitsu; McAleer, Michael - 2013
Hausman (1978) developed a widely-used model specification test that has passed the test of time. The test is based on two estimators, one being consistent under the null hypothesis but inconsistent under the alternative, and the other being consistent under both the null and alternative...
Persistent link: https://www.econbiz.de/10010328351
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The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
Nawata, Kazumitsu; McAleer, Michael - Tinbergen Instituut - 2013
This discussion paper led to a publication in <I>Economics Letters</I> (2014). Vol. 123(3), pages 291-294.<P> Hausman (1978) developed a widely-used model specification test that has passed the test of time. The test is based on two estimators, one being consistent under the null hypothesis but...</p></i>
Persistent link: https://www.econbiz.de/10011256925
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The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
McAleer, Michael; Nawata, Kazumitsu - Facultad de Ciencias Económicas y Empresariales, … - 2013
Hausman (1978) developed a widely-used model specification test that has passed the test of time. The test is based on two estimators, one being consistent under the null hypothesis but inconsistent under the alternative, and the other being consistent under both the null and alternative...
Persistent link: https://www.econbiz.de/10010778706
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