Similar Search Results

Narrow search

A penalized U-MIDAS multinomial logit model with applications to corporate credit ratings

Jiang, Cuixia; Sun, Junwei; Xu, Qifa - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-8

Persistent link: https://www.econbiz.de/10015372679

Predicting default of listed companies in mainland China via U-MIDAS Logit model with group lasso penalty

Jiang, Cuixia; Xiong, Wei; Xu, Qifa; Liu, Yezheng - In: Finance research letters 38 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012487913

A MIDAS multinomial logit model with applications for bond ratings

Jiang, Cuixia; Nie, Yubing; Xu, Qifa - In: Global finance journal 57 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014479070

An unrestricted MIDAS ordered logit model with applications to credit ratings

Jiang, Cuixia; Zhao, Tingting; Xu, Qifa; Hu, Dan - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 2722-2739

Persistent link: https://www.econbiz.de/10014635157

A Midas Multinomial Logit Model with Applications to Bond Credit Rating

Jiang, Cuixia; Nie, Yubing; Xu, Qifa - 2023

In the multinomial classification analysis, mixed frequency data issue is becoming more and more common. In order to solve the multi-classification problem in the mixed frequency data environment with a large frequency ratio, we combine the restricted mixed data sampling (MIDAS) method with the...

Persistent link: https://www.econbiz.de/10014258252