Bayesian analysis of duration models: An application to Chapter 11 bankruptcy

DOI10.1016/S0165-1765(99)00052-XzbMath0922.90029OpenAlexW3123061077WikidataQ127310333 ScholiaQ127310333MaRDI QIDQ1292340

Kai Li

Publication date: 21 June 1999

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00052-x

zbMATH Keywords

Bayesian inferenceduration modelsLaplace approximationchapter 11 bankruptcyhigh yield bonds

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (3)

Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria ⋮ Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model ⋮ Efficient Semiparametric Bayesian Estimation of Multivariate Discrete Proportional Hazards Model with Random Effects

Cites Work

• Unnamed Item
• Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions
• Bayes Factors

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