Self-Selectivity in Firm’s Decision to Withdraw IPO: Bayesian Inference for Hazard Models of Bankruptcy With Feedback

DOI10.1198/JASA.2010.AP08663zbMATH Open1388.62360OpenAlexW2050911482MaRDI QIDQ5255671FDOQ5255671

Authors: Rong Chen, Re-Jin Guo, Ming Lin 

Publication date: 17 June 2015

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/jasa.2010.ap08663

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zbMATH Keywords

hazard modelself-selectivitydecision modelIPO withdrawal

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20)

Cited In (2)

• Bayesian estimation and model selection of threshold spatial Durbin model
• Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules

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