Multi-Period Corporate Failure Prediction with Stochastic Covariates
收藏NBER2004-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w10743
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资源简介：
We provide maximum likelihood estimators of term structures of conditional probabilities of bankruptcy over relatively long time horizons, incorporating the dynamics of firm-specific and macroeconomic covariates. We find evidence in the U.S. industrial machinery and instruments sector, based on over
提供机构：
美国国家经济研究局
创建时间：
2004-09-01
