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

DOI10.1016/S0165-1765(99)00052-XMaRDI QIDQ1292340zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

Bayesian inferenceLaplace approximationduration modelschapter 11 bankruptcyhigh yield bonds

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites work

• scientific article; zbMATH DE number 48304 (Why is no real title available?)
• Bayes Factors
• Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions

Cited in

(4)

• 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
• Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria

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