Search Results - subject:"Logistic regression"

Application of the Beneish Model on the Warsaw Stock Exchange

Sylwestrzak, Marek - In: Journal of Banking and Financial Economics (JBFE) (2022) 18, pp. 5-16

the Roxas model revealed greater accuracy than the Beneish model on the tested sample. The use of logistic regression …

Persistent link: https://www.econbiz.de/10015330072

Determinants of becoming an M&A acquirer or target: Evidence from the US insurance industry

Özer, Gökhan; Okur, Nurullah; Çam, İlhan - In: Journal of Capital Markets Studies (JCMS) 6 (2022) 2, pp. 203-218

&A) deals (119 target firms and 132 acquirer firms) over the period between 1990 and 2019, multinomial logistic regression … utilize multi-period multinomial logistic regression analysis to investigate the determinants of selection decisions of M …

Persistent link: https://www.econbiz.de/10015327945

Poverty risk, inequality decomposition and educational level of household heads

Najarzadeh, Reza; Keikha, Alireza; Heidari, Hassan - In: Iranian economic review : journal of University of Tehran 26 (2022) 1, pp. 147-159

Persistent link: https://www.econbiz.de/10013365491

Sparse network asymptotics for logistic regression under possible misspecification

Graham, Bryan S. - 2022 - This Draft: September 2022

normality of the logistic regression coefficients is shown using a martingale central limit theorem (CLT) for triangular arrays … behavior of logistic regression with rare events and iid data. Simulation results suggest that sparse network asymptotics …

Persistent link: https://www.econbiz.de/10013387359

Financial distress, firm life cycle, and corporate restructuring decisions : evidence from Pakistan's economy

Akbar, Minhas; Hussain, Ammar; Sokolova, Marcela; … - In: Economies : open access journal 10 (2022) 7, pp. 1-12

. Corporate restructuring is segregated into equity and debt restructuring. The data are analyzed using a panel logistic … regression model. The results reveal that financial distress is negatively associated with corporate debt restructuring decisions …

Persistent link: https://www.econbiz.de/10013337725

A bankruptcy probability model for assessing credit risk on corporate loans with automated variable selection

Hjelseth, Ida Nervik; Raknerud, Arvid; Vatne, Bjørn Helge - 2022

We propose an econometric model for predicting the share of bank debt held by bankrupt firms by combining a novel set of firm-level financial variables and macroeconomic indicators. Our firm-level data include payment remarks in the form of debt collections from private agencies and attachments...

Persistent link: https://www.econbiz.de/10013337991

ANOVA bootstrapped principal components analysis for logistic regression

Toleva, Borislava - In: Croatian review of economic, business and social … 8 (2022) 1, pp. 18-31

propose improves the accuracy of the logistic regression and selects the best combination of principal components that may not …

Persistent link: https://www.econbiz.de/10013279710

Cap rates as a function of real economic growth

Larriva, Matt - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-18

from 2000 to 2021. The accompanying cap rate data is sourced to Green Street. A binary logistic regression model was …

Persistent link: https://www.econbiz.de/10013375125

The assessment of climate risk impact on the economy : a panel data approach

Barbu, Teodora Cristina; Cepoi, Cosmin Octavian; … - In: Amfiteatru economic : an economic and business research … 24 (2022) 61, pp. 597-612

quantile and logistic regression and a sample of 22 countries, of which 16 EU members and 6 OECD members, during the 2008 2019 …

Persistent link: https://www.econbiz.de/10013407079

A comparative analysis of reputation in enlisted firms on the Iraq stock exchange

Al-Maliki, Hind Shafeeq Nimr - In: Journal of risk and financial management : JRFM 15 (2022) 11, pp. 1-11

This paper aims to assess the impact of ISIS’s presence in Iraq on the reputation of listed firms on the Iraq Stock Exchange. This paper’s method is descriptive–correlational, and the selected sample includes 35 listed firms on the Iraq Stock Exchange during 2014-2019. This study measures...

Persistent link: https://www.econbiz.de/10013474492