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

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  • Chen, Rong
  • Guo, Re-Jin
  • Lin, Ming

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Suggested Citation

  • Chen, Rong & Guo, Re-Jin & Lin, Ming, 2010. "Self-Selectivity in Firm’s Decision to Withdraw IPO: Bayesian Inference for Hazard Models of Bankruptcy With Feedback," Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1297-1309.
    • Handle: RePEc:bes:jnlasa:v:105:i:492:y:2010:p:1297-1309
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    Cited by:

    1. Chen, Haiqiang & Li, Yingxing & Lin, Ming & Zhu, Yanli, 2018. "A Regime Shift Model with Nonparametric Switching Mechanism," IRTG 1792 Discussion Papers 2018-020, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    2. Zhu, Yanli & Han, Xiaoyi & Chen, Ying, 2020. "Bayesian estimation and model selection of threshold spatial Durbin model," Economics Letters, Elsevier, vol. 188(C).
    3. Zhu, Yanli & Chen, Haiqiang, 2017. "The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 522-535.
    4. Zhu Yanli & Chen Haiqiang & Lin Ming, 2019. "Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(5), pages 1-17, December.

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