Sökning: "discrete-time hazard model"

Hittade 4 uppsatser innehållade orden discrete-time hazard model.

  1. 1. IN SEARCH OF A PARSIMONIOUS BANKRUPTCY MODEL FOR PRIVATE FIRMS AND THE COST TO LENDERS

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :John-Edward Olingsberg; Oscar Küntzel; [2019]
    Nyckelord :Private Default Prediction; Hazard Model; Basel III; Misclassification Costs; Parsimonious;

    Sammanfattning : This paper comprehensively reviews in excess of 200 financial and non-financial covariates in search of a parsimonious bankruptcy prediction model for the private market. Financial and real-estate companies aside, the entire population of Swedish independent, limited liability companies are examined between 1998-2017 corresponding to 245,844 unique companies and 55,411 corporate default events. LÄS MER

  3. 2. After establishment closure : Individual characteristics that determine re-employment probabilities of displaced workers in Sweden

    Master-uppsats, KTH/Entreprenörskap och Innovation

    Författare :Ingrid Ros; [2013]
    Nyckelord :Establishment closure; displacement; joblessness; re-employment; self-employment; duration model;

    Sammanfattning : This paper studies the relationship between individual characteristics of displaced workers and the probability of re-employment. A competing risks hazard model is used, distinguishing between exits from joblessness to self-employment and to paid-employment. LÄS MER

  4. 3. Labor Market Conditions and Fertility in Japan

    Master-uppsats, Lunds universitet/Centrum för öst- och sydöstasienstudier

    Författare :Zeyuan Chen; [2012]
    Nyckelord :labor market; fertility behavior; Japan; Social Sciences;

    Sammanfattning : This thesis aims to study the relation between fertility behavior and labor market in Japan. The slack youth employment market has been blamed for the continuously declining fertility rate. However, the linkage between labor market fluctuation and fertility behavior is empirically unclear. LÄS MER

  5. 4. Bankruptcy Prediction: Static Logit Model versus Discrete Hazard Models Incorporating Macroeconomic Dependencies

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Henning Schmidt; Matej Duda; [2010]
    Nyckelord :bankruptcy prediction; discrete-time hazard model; static logit; multi-period logit; macro dependent baseline function; Business and Economics;

    Sammanfattning : The purpose of this master thesis is to (i) compare the out-of-sample prediction power of one static logit model and two hazard models, (ii) explore whether incorporating macroeconomic patterns improves forecasting results, and (iii) examine the determinants of corporate failures from the pool of accounting and market driven variables. We perform our study on 102 US listed manufacturing firms that defaulted between 2000 and 2009. LÄS MER