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  • Search: subject:"dynamic logit"
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Year of publication
Subject
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Logit model 7 Logit-Modell 7 Theorie 4 Theory 4 dynamic logit model 4 Dynamic logit model 3 ACD model 2 Autocorrelation structure 2 Betriebliche Liquidität 2 Capital structure 2 Corporate liquidity 2 Estimation theory 2 Expanding rolling window approach 2 Financial problems 2 Household 2 Insolvency 2 Insolvenz 2 Kapitalstruktur 2 Multivariate dynamic logit model 2 Panel 2 Panel study 2 Predicted number of financial distresses 2 Predictive interval 2 Privater Haushalt 2 Recurrent financial distresses 2 Sample attrition 2 Sampling 2 Schätztheorie 2 Stichprobenerhebung 2 bivariate point process 2 dynamic logit 2 limit order book 2 market microstructure 2 quadratic exponential model 2 Arbeitslosigkeit 1 Autocorrelation 1 Autokorrelation 1 Autoregressive models 1 Begrenzte Rationalität 1 Betriebliche Kennzahl 1
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Online availability
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Free 6 Undetermined 6
Type of publication
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Article 9 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 10 Undetermined 5
Author
All
Brown, Sarah 4 Ghosh, Pulak 4 Taylor, Karl 4 Bartolucci, Francesco 3 Chung, Huimin 2 NG, Wing Lon 2 Nigro, Valentina 2 Pigini, Claudia 2 Bellio, R. 1 Christopoulos, Apostolos G. 1 Dokas, Ioannis G. 1 Grégoir, Stéphane 1 Hwang, Ruey-Ching 1 Hwang, Ruey-ching 1 Kalantonis, Petros 1 Koukkou, Theodora 1 Ku, Jiun-Yi 1 Ku, Jiun-yi 1 Matějka, Filip 1 Maury, Tristan-Pierre 1 Pestova, Anna 1 Salvan, A. 1 Sartori, N. 1 Steiner, Jakub 1 Stewart, Colin 1
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Institution
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Econometric Society 2 Department of Economics, University of Sheffield 1 National Research University Higher School of Economics 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Econometric reviews 2 Annals of economics and statistics 1 Econometric Society 2004 Australasian Meetings 1 Econometric Society 2004 Far Eastern Meetings 1 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 1 HSE Working papers 1 Journal of Banking & Finance 1 Journal of Financial Services Research 1 Journal of banking & finance 1 Journal of financial services research : JFSR 1 Journal of the Operational Research Society 1 MPRA Paper 1 Sheffield economic research paper series 1 Working Papers / Department of Economics, University of Sheffield 1
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Source
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ECONIS (ZBW) 8 RePEc 7
Showing 1 - 10 of 15
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Leading Indicators of the Business Cycle: Dynamic Logit Models for OECD Countries and Russia
Pestova, Anna - National Research University Higher School of Economics - 2015
In this paper, I develop the leading indicators of the business cycle turning points exploiting the quarterly panel dataset comprising OECD countries and Russia over the 1980-2013 period. Contrasting to the previous studies, I combine data on OECD countries and Russia into a single dataset and...
Persistent link: https://www.econbiz.de/10011268436
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Investigation of financial distress with a dynamic logit based on the linkage between liquidity and profitability status of listed firms
Christopoulos, Apostolos G.; Dokas, Ioannis G.; … - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1817-1829
Persistent link: https://www.econbiz.de/10012214786
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Testing for state dependence in binary panel data with individual covariates
Bartolucci, Francesco; Nigro, Valentina; Pigini, Claudia - Volkswirtschaftliche Fakultät, … - 2013
We propose a test for state dependence in binary panel data under the dynamic logit model with individual covariates … parameter that may be estimated by a conditional maximum likelihood approach. Under the dynamic logit model, the conditional …
Persistent link: https://www.econbiz.de/10011109262
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The negative and persistent impact of social housing on employment
Grégoir, Stéphane; Maury, Tristan-Pierre - In: Annals of economics and statistics 130 (2018), pp. 133-166
Persistent link: https://www.econbiz.de/10011905805
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Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model
Bartolucci, Francesco; Nigro, Valentina; Pigini, Claudia - In: Econometric reviews 37 (2018) 1/5, pp. 61-88
Persistent link: https://www.econbiz.de/10012038137
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The Existence and Persistence of Household Financial Hardship
Brown, Sarah; Ghosh, Pulak; Taylor, Karl - Department of Economics, University of Sheffield - 2012
We investigate the existence and persistence of financial hardship at the household level using data from the British Household Panel Survey. Our modelling strategy makes three important contributions to the existing literature on household finances. Firstly, we model nine different types of...
Persistent link: https://www.econbiz.de/10010575324
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The existence and persistence of household financial hardship
Brown, Sarah; Ghosh, Pulak; Taylor, Karl - 2012
Persistent link: https://www.econbiz.de/10009663418
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Rational inattention dynamics : inertia and delay in decision-making
Steiner, Jakub; Stewart, Colin; Matějka, Filip - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 2, pp. 521-553
Persistent link: https://www.econbiz.de/10011778672
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Modified profile likelihood for fixed-effects panel data models
Bartolucci, Francesco; Bellio, R.; Salvan, A.; Sartori, N. - In: Econometric reviews 35 (2016) 5/7, pp. 1271-1289
Persistent link: https://www.econbiz.de/10011591243
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The existence and persistence of household financial hardship: A Bayesian multivariate dynamic logit framework
Brown, Sarah; Ghosh, Pulak; Taylor, Karl - In: Journal of Banking & Finance 46 (2014) C, pp. 285-298
We investigate the existence and persistence of financial hardship at the household level using data from the British Household Panel Survey. Our modelling strategy makes three important contributions to the existing literature on household finances. Firstly, we model nine different types of...
Persistent link: https://www.econbiz.de/10010907100
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