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

DOI10.1016/S0165-1765(99)00052-XzbMATH Open0922.90029OpenAlexW3123061077WikidataQ127310333 ScholiaQ127310333MaRDI QIDQ1292340FDOQ1292340

Authors: 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

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zbMATH Keywords

Bayesian inferenceLaplace approximationduration modelschapter 11 bankruptcyhigh yield bonds

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Title not available (Why is that?)
• Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions
• Bayes Factors

Cited In (4)

• 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
• Self-Selectivity in Firm’s Decision to Withdraw IPO: Bayesian Inference for Hazard Models of Bankruptcy With Feedback
• Efficient Semiparametric Bayesian Estimation of Multivariate Discrete Proportional Hazards Model with Random Effects

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