Contagion effects of UK small business failures: a spatial hierarchical autoregressive model for binary data

DOI10.1016/J.EJOR.2022.06.027MaRDI QIDQ2098076zbMATH OpenOpenAlexWikidataFDO

Authors Raffaella Calabrese

Publication date 17 November 2022

Published in European Journal of Operational Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.ejor.2022.06.027

zbMATH Keywords

binary dataOR in bankingsmall and medium enterprisesBayesian spatial hierarchical model

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites work

• scientific article; zbMATH DE number 2020395 (Why is no real title available?)
• scientific article; zbMATH DE number 1865518 (Why is no real title available?)
• scientific article; zbMATH DE number 2222811 (Why is no real title available?)
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• Applied Bayesian hierarchical methods.
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• Bayesian Analysis of Binary and Polychotomous Response Data
• Bayesian smoothing and regression for longitudinal, spatial and event history data.
• Credit contagion and aggregate losses
• Credit scoring and its applications.
• Estimation Methods for Models of Spatial Interaction
• Formalizing Subjective Notions About the Effect of Nonrespondents in Sample Surveys
• Introduction to spatial econometrics.
• Measuring classifier performance: a coherent alternative to the area under the ROC curve
• Sampling-Based Approaches to Calculating Marginal Densities
• Spatial Econometrics
• Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients
• Spatial dependence in credit risk and its improvement in credit scoring
• Spatial econometrics: qualitative and limited dependent variables

Describes a project that uses

Uses Software

• Gibbsit
• BayesDA
• spBayes
• Arc_Mat

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